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Local linear fitting under near epoch dependence : uniform consistency with convergence rate

Degui Li, Zudi Lu and Oliver Linton
Year of publication:
2010
Authors: Li, Degui ; Lu, Zu-di ; Linton, Oliver
Publisher: London : LSE, STICERD
Subject: ARMA-Modell | ARMA model | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory
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