Indirect inference for locally stationary models
Year of publication: |
2021
|
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Authors: | Frazier, David T. ; Koo, Bonsoo |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 223.2021, 1, p. 1-27
|
Subject: | Indirect inference | Locally stationary | Semiparametric | State-space models | Induktive Statistik | Statistical inference | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis |
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