Asymptotic properties of LS estimator in nonlinear functional EV models

DOI10.1080/03610926.2021.1875242OpenAlexW3128621876MaRDI QIDQ5039798

Yu Miao, Yuhang Zhen

Publication date: 4 October 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1875242

zbMATH Keywords

consistencyleast squares estimator\(\alpha\)-mixingdeviation inequalitymartingale differencenonlinear EV model

Related Items (1)

Complete convergence of weighted sums of martingale differences and statistical applications

Cites Work

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