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Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
Corradi, Valentina; Swanson, Norman R.; White, Halbert - In: Journal of Econometrics 96 (2000) 1, pp. 39-73
Persistent link: https://www.econbiz.de/10005228547
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Consistent nonparametric estimation and testing for the variance of a diffusion from discretely sampled observations
Corradi, Valentina; White, Halbert - 1993
Persistent link: https://www.econbiz.de/10000877983
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Regularized neural networks : some convergence rate results
Corradi, Valentina; White, Halbert - 1993
Persistent link: https://www.econbiz.de/10000863039
Cover Image
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
Corradi, Valentina; Swanson, Norman R.; White, Halbert - In: Journal of econometrics 96 (2000) 1, pp. 39-73
Persistent link: https://www.econbiz.de/10001466743