Consistent and asymptotically normal estimators for cyclically time-dependent linear models
| Year of publication: |
2003
|
|---|---|
| Authors: | Bibi, Abdelouahab ; Francq, Christian |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 55.2003, 1, p. 41-68
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| Publisher: |
Springer |
| Subject: | Time varying models | nonstationary processes | quasi-generalized least squares estimator | consistency | asymptotic normality |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616197