Estimation in semiparametric time series regression
From MaRDI portal
Publication:647184
DOI10.4310/SII.2011.v4.n2.a18MaRDI QIDQ647184
Publication date: 1 December 2011
Published in: Statistics and Its Interface (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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