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    author
    Zheng Yan Lin
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    Degui Li
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    Jia Chen
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    publication date
    11 November 2009
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    Mathematics Subject Classification ID
    62M10
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    62F12
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    62M05
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    62J05
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    65C60
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    zbMATH DE Number
    5629280
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    zbMATH Keywords
    asymptotic normality
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    \(\beta\)-null recurrent Markov chain
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    cointegration model
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    consistency
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    local linear M-estimator
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