A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in a Stationary Autoregressive Model

Author: Chen Qian   Giles David E.  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.40, Iss.21, 2011-11, pp. : 3903-3916

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Abstract