Indirect inference for locally stationary models

David T. Frazier and Bonsoo Koo

Year of publication:	September 2020
Authors:	Frazier, David T. ; Koo, Bonsoo
Publisher:	[Victoria, Australia] : Monash University, Department of Econometrics and Business Statistics
Subject:	semiparametric \| locally stationary \| indirect inference \| state-space models \| Induktive Statistik \| Statistical inference \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Schätztheorie \| Estimation theory \| Zeitreihenanalyse \| Time series analysis

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