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Nonparametric transformation to white noise

Oliver Linton and Enno Mammen

Journal of Econometrics, 2008, vol. 142, issue 1, 241-264

Date: 2008
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Citations: View citations in EconPapers (20)

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Related works:
Working Paper: Nonparametric Transformation to White Noise (2006) Downloads
Working Paper: Nonparametric transformation to white noise (2006) Downloads
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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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