Supplement to the Paper "Interative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties": Detailed Simulation Results
Year of publication: |
2001
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Authors: | Beran, Jan ; Feng, Yuanhua |
Publisher: |
Konstanz : University of Konstanz, Center of Finance and Econometrics (CoFE) |
Subject: | Nichtparametrisches Verfahren | Modellierung | Theorie | ARMA-Modell | SEMIFAR models | data-driven algorithms | simulation results |
Series: | CoFE Discussion Paper ; 01/12 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 870146769 [GVK] hdl:10419/85221 [Handle] RePEc:zbw:cofedp:0112 [RePEc] |
Source: |
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Beran, Jan, (2001)
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Beran, Jan, (2001)
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Beran, Jan, (1999)
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