Beran, Jan; Yuanhua.Feng - Zentrum für Finanzen und Ökonometrie, Fachbereich … - 2001
This paper is written as a supplement to our paper Iterative plug-in algorithms for SEMIFAR models-definition, convergence and asymptotic properties (Beran and Feng, 2001). The purpose of this supplement is to report the detailed simulation results, because it is impossible to include all of...