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Publication:3643293
zbMath1191.62149MaRDI QIDQ3643293
Jia Chen, Degui Li, Zheng Yan Lin
Publication date: 11 November 2009
Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J19N4/j19n418/j19n418.html
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
consistencyasymptotic normality\(\beta\)-null recurrent Markov chaincointegration modellocal linear M-estimator
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Markov processes: estimation; hidden Markov models (62M05)
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