Nonlinear Regressions with Integrated Time Series
Year of publication: |
1998-08
|
---|---|
Authors: | Park, Joon Y. ; Phillips, Peter C.B. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Functionals of Brownian motion | Brownian motion | integrated process | local time | mixed normal limit theory | nonlinear transformations | nonparametric density estimation | occupation time | nonlinear regression |
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