Loch Linear Fitting Under Near Epoch Dependence : Uniform Consistency with Convergence Rate
Year of publication: |
2010
|
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Authors: | Li, Degui |
Other Persons: | Linton, Oliver B. (contributor) ; Lu, Zudi (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | ARMA-Modell | ARMA model | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (36 p) |
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Series: | LSE STICERD Research Paper ; No. EM549 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 2010 erstellt |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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