Asymptotic normality of variance estimator in heteroscedastic model with dependent errors

Liang, Han-Ying; M., Liu Y.

Year:

2011

Type of Publication:

Article

Journal:

Journal of Nonparametric Statistics

Volume:

23

Pages:

351-365

Month:

March

DOI:

http://dx.doi.org/10.1080/10485252.2011.552721