Exact distribution theory for the maximum likelihood estimators of local trend models
This thesis has two distinct parts. The second and third chapters concern the theory and practical implementation of computing the value of the (possibly multivariate) distribution function from the known characteristic function. The remaining four chapters consist of a study of the distributional b...
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London School of Economics and Political Science (University of London)
1989
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.543140 |