Uniform nonparametric inference for time series
Jia Li, Zhipeng Liao
| Year of publication: |
2020
|
|---|---|
| Authors: | Li, Jia ; Liao, Zhipeng |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 219.2020, 1, p. 38-51
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| Subject: | Martingale difference | Mixingale | Series estimation | Specification test | Strong approximation | Uniform inference | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Induktive Statistik | Statistical inference | Martingal | Martingale | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.09.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012483186