scientific article; zbMATH DE number 6756620

zbMath1422.62150MaRDI QIDQ4975214

Rahman Farnoosh, S. J. Mortazavi, Mahtab Hajebi

Publication date: 4 August 2017

Full work available at URL: http://www.pvamu.edu/mathematics/wp-content/uploads/sites/49/06_R1000_AAM_Hajebi_MH_011517_Posted_061217_pp_78_97.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

simulationsemiparametric estimationleast squares estimationTaylor series expansionvector autoregressive modelnonparametric adjustmentkernel approach

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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