The functional central limit theorem and weak convergence to stochastic integrals, [Teil] 1 : weakly dependent processes
Year of publication: |
2000
|
---|---|
Authors: | Jong, Robert M. de ; Davidson, James E. H. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 16.2000, 5, p. 621-642
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
- More ...
-
Consistency of kernel estimators of heteroscedastic and autocorrelated covariance matrices
Jong, Robert M. de, (1996)
-
Davidson, James E. H., (2000)
-
Davidson, James E. H., (1997)
- More ...