Estimating the Innovation Distribution in Nonlinear Autoregressive Models
| Year of publication: |
2002
|
|---|---|
| Authors: | Schick, Anton ; Wefelmeyer, Wolfgang |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 54.2002, 2, p. 245-260
|
| Publisher: |
Springer |
| Subject: | Constrained model | empirical estimator | influence function | Markov chain model | semiparametric model |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005395518