nonstationary. We also establish the estimation theory and asymptotic properties for these models in the short horizon and long …

estimation algorithm, which is devised to address the latency problem arises because the conditional expectation of duration with … respect to the past history is not observable in practice, and (ii) an adaptive estimation of a partially linear additive … consistency of the estimation algorithm. Results will be exhibited for a variety of modes of consistency. Furthermore, to enrich …