Local linear fitting under near epoch dependence : uniform consistency with convergence rates
Degui Li; Zudi Lu; Oliver Linton
Year of publication: |
2012
|
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Authors: | Li, Degui ; Lu, Zu-di ; Linton, Oliver |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 28.2012, 5, p. 935-958
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Subject: | Schätztheorie | Estimation theory | ARMA-Modell | ARMA model | ARCH-Modell | ARCH model |
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