Iterative plug-in algorithms for SEMIFAR models : definition, convergence and asymptotic properties
Year of publication: |
2001-
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Authors: | Beran, Jan ; Feng, Yuanhua |
Publisher: |
Konstanz : CFE |
Subject: | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Modellierung | Scientific modelling | ARMA-Modell | ARMA model |
Published items: |
2 hits in ECONIS - Online Catalogue of the ZBW
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Iterative plug-in algorithms for SEMIFAR models
Beran, Jan, (2001)
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Beran, Jan, (2001)
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Semi-nonparametric discrete event forecasting in economics and finance
Guo, Guang, (2004)
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Modelling financial time series with SEMIFAR-GARCH model
Feng, Yuanhua, (2006)
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On robust local polynominal estimation with long-memory errors
Beran, Jan, (2000)
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Beran, Jan, (1999)
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