A simple example of an indirect estimator with discontinuous limit theory in the MA(1) model.
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- Journal of Time Series Analysis, 2014, v. 35, n. 6, p. 536, doi. 10.1111/jtsa.12080
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2014 AND VI 35 AND IP 6
Results: 8
1
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Time-series models with an EGB2 conditional distribution.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 6, p. 558, doi. 10.1111/jtsa.12081
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- Publication type:
- Article
3
NON-PARAMETRIC ESTIMATION OF HIGH-FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS.
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- Journal of Time Series Analysis, 2014, v. 35, n. 6, p. 572, doi. 10.1111/jtsa.12082
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- Publication type:
- Article
4
NORMING RATES AND LIMIT THEORY FOR SOME TIME-VARYING COEFFICIENT AUTOREGRESSIONS.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 6, p. 592, doi. 10.1111/jtsa.12083
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- Article
5
ANALYSIS OF THE LIKELIHOOD FUNCTION FOR MARKOV-SWITCHING VAR(CH) MODELS.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 6, p. 624, doi. 10.1111/jtsa.12085
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- Publication type:
- Article
6
Nonlinear Time Series-Theory, Methods and Applications with R Examples.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 6, p. 640, doi. 10.1111/jtsa.12087
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- Publication type:
- Article
7
EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 6, p. 491, doi. 10.1111/jtsa.12078
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- Publication type:
- Article
8
ROBUST FITTING OF INARCH MODELS.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 6, p. 517, doi. 10.1111/jtsa.12079
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- Publication type:
- Article