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Nonparametric lag selection for time series
Tschernig, Rolf; Yang, Lijian - 1997
time series. We derive its consistency for both local constant and local linear estimators using a derived optimal …
Persistent link: https://www.econbiz.de/10010310796
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Nonparametric lag selection for time series
Tschernig, Rolf; Yang, Lijian - Sonderforschungsbereich 373, Quantifikation und … - 1997
time series. We derive its consistency for both local constant and local linear estimators using a derived optimal …
Persistent link: https://www.econbiz.de/10010956477