LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES
Year of publication: |
2012
|
---|---|
Authors: | Li, Degui ; Lu, Zudi ; Linton, Oliver |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 28.2012, 5 (27.4.), p. 935-959
|
Saved in:
Saved in favorites
Similar items by person
-
Semiparametric dynamic portfolio choice with multiple conditioning variables
Chen, Jia, (2015)
-
Semiparametric model averaging of ultra-high dimensional time series
Chen, Jia, (2015)
-
A flexible semiparametric model for time series
Li, Degui, (2012)
- More ...