Empirical Characteristic Function in Time Series Estimation
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- Knight, John L. & Yu, Jun, 2002. "Empirical Characteristic Function In Time Series Estimation," Econometric Theory, Cambridge University Press, vol. 18(03), pages 691-721, June.
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- repec:spr:stpapr:v:59:y:2018:i:3:d:10.1007_s00362-016-0803-6 is not listed on IDEAS
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