ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES
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Publication:3168421
DOI10.1017/S0266466612000035zbMath1369.62228OpenAlexW3125253432MaRDI QIDQ3168421
Yuriy Gorodnichenko, Anna Mikusheva, Serena Ng
Publication date: 31 October 2012
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466612000035
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Martingales with discrete parameter (60G42) Diffusion processes (60J60)
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Cites Work
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