Careful reader Christian Perez notes that on page 136 the parameter to be estimated in equation 4.1.15 is \rho and not \e as stated in the text. Thanks Chris!
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Typo on p. 136
Careful reader Christian Perez notes that on page 136 the parameter to be estimated in equation 4.1.15 is \rho and not \e as stated in the text. Thanks Chris!