Large Sample Properties of Spectral Estimators for a Class of Stationary Nonlinear Processes

We consider the standard spectral estimators based on a sample from a class of strictly stationary nonlinear processes which include, in particular, the bilinear and Volterra processes. It is shown that these estimators, under certain mild regularity conditions are both consistent and asymptotically normal

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Year of publication:	2005
Authors:	Chanda, Kamal C.
Publisher:	[S.l.] : SSRN
Subject:	Schätztheorie \| Estimation theory \| Zeitreihenanalyse \| Time series analysis \| Nichtlineare Regression \| Nonlinear regression

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Extent:	1 Online-Ressource (16 p)
Type of publication:	Book / Working Paper
Language:	English
Classification:	M15 - IT Management ; F12 - Models of Trade with Imperfect Competition and Scale Economies
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014067725