Trending time-varying coefficient time series models with serially correlated errors
Year of publication: |
2007
|
---|---|
Authors: | Cai, Zongwu |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 136.2007, 1, p. 163-188
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory | Statistischer Fehler | Statistical error |
-
When long memory meets the Kalman Filter : a comparative study
Grassi, Stefano, (2011)
-
Schätzrisiken in der Portfoliotheorie : Auswirkungen und Möglichkeiten der Reduktion
Memmel, Christoph, (2004)
-
A unified approach to the measurement error problem in time series models
Tanaka, Katsuto, (2002)
- More ...
-
Trending Time-Varying Coefficient Models With Serially Correlated Errors
Cai, Zongwu, (2003)
-
Nonparametric Methods in Continuous-Time Finance: A Selective Review
Cai, Zongwu, (2003)
-
Adaptive varying-coefficient linear models
Fan, Jianqing, (2000)
- More ...