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Continuous record asymptotics for rolling sample variance estimators

Author: Dean P Foster; Daniel B Nelson; National Bureau of Economic Research.
Publisher: Cambridge, MA : National Bureau of Economic Research, 1994.
Series: Technical working papers (National Bureau of Economic Research), no. 163.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
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Document Type: Book
All Authors / Contributors: Dean P Foster; Daniel B Nelson; National Bureau of Economic Research.
OCLC Number: 31280830
Notes: "August 1994."
Description: 44 pages : illustrations ; 28 cm.
Series Title: Technical working papers (National Bureau of Economic Research), no. 163.
Responsibility: Dean P. Foster, Daniel B. Nelson.

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