Jensen, Jens Ledet; Wood, Andrew T. A. Large deviation and other results for minimum contrast estimators. (English) Zbl 0954.62070 Ann. Inst. Stat. Math. 50, No. 4, 673-695 (1998). MSC: 62H12 60F10 PDFBibTeX XMLCite \textit{J. L. Jensen} and \textit{A. T. A. Wood}, Ann. Inst. Stat. Math. 50, No. 4, 673--695 (1998; Zbl 0954.62070) Full Text: DOI
Jensen, J. L.; Wood, Andrew T. A. On the non-existence of a Bartlett correction for unit root tests. (English) Zbl 0889.62075 Stat. Probab. Lett. 35, No. 2, 181-187 (1997). MSC: 62M10 62F05 PDFBibTeX XMLCite \textit{J. L. Jensen} and \textit{A. T. A. Wood}, Stat. Probab. Lett. 35, No. 2, 181--187 (1997; Zbl 0889.62075) Full Text: DOI