J. Hidalgo
7 published titles
Gaussian estimation of parametric spectral density with unknown pole
(Contributor)
1 edition
Consistent estimation of the memory parameter for nonlinear time series
(Contributor)
1 edition
- London School of Economics
- 2004
- Details
A parametric bootstrap test for cycles
(Contributor)
1 edition
Distribution free goodness-of-fit tests for linear processes
(Contributor)
1 edition
Semiparametric estimation for stationary processes whose spectra have an unknown pole
1 edition
Specification testing for regression models with dependent data
1 edition
Testing for structural stability in the whole sample
2 editions
