Nonparametric M-estimation with long-memory errors
Jan Beran; Sucharita Gosh; Philipp Sibbertsen
| Year of publication: |
2000
|
|---|---|
| Authors: | Beran, Jan |
| Other Persons: | Gosh, Sucharita (contributor) ; Sibbertsen, Philipp (contributor) |
| Publisher: |
Konstanz : Univ., Center of Finance and Econometrics |
| Subject: | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Statistischer Fehler | Statistical error |
freely available
| Extent: | 9 S. |
|---|---|
| Series: | Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz. - Konstanz, ZDB-ID 2172014-9. - Vol. 00,19 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 8 - 9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013436040