Consistent estimator of nonparametric structural spurious regression model for high frequency data (Q1787219)
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scientific article; zbMATH DE number 6947373
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| English | Consistent estimator of nonparametric structural spurious regression model for high frequency data |
scientific article; zbMATH DE number 6947373 |
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Consistent estimator of nonparametric structural spurious regression model for high frequency data (English)
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5 October 2018
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nonparametric regression
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nonstationary error term
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structural spurious regression
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consistency
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high frequency data
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asymptotic normality
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0.77618408203125
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0.7570851445198059
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0.755144476890564
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