Uniform consistency for nonparametric estimators in null recurrent time series
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: | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory |
-
Bonnspline : the PC version of bathline ; an interactive spline smoothing package
Silverman, B. W., (1987)
-
Nonparametric modelling of financial time series
Heid, Frank, (1998)
-
A powerful tuning parameter free test of the autoregressive unit root hypothesis
Nielsen, Morten Ørregaard, (2008)
- More ...
-
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti, (2013)
-
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series
Gao, Jiti, (2013)
-
Nonlinear regression with Harris recurrent Markov chains
Li, Degui, (2012)
- More ...