Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes
James Davidson
| Year of publication: |
2002
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|---|---|
| Authors: | Davidson, James E. H. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 106.2002, 2, p. 243-269
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| Subject: | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Corrigendum enth. in Vol. 110.2002,1, S. 103 - 104 In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001638897