Uniform consistency for nonparametric estimators in null recurrent time series
Jiti Gao (Monash University), Shin Kanaya (University of Aarhus), Degui Li (University of York), Dag Tjøstheim (University of Bergen)
| Year of publication: |
October 2015
|
|---|---|
| Authors: | Gao, Jiti ; Kanaya, Shin ; Li, Degui ; Tjostheim, Dag |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 31.2015, 5, p. 911-952
|
| Subject: | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466614000577 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011545492