A stickiness coefficient for longitudinal data

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Publication:1927181


DOI10.1016/j.csda.2012.03.009zbMath1255.62232MaRDI QIDQ1927181

Andrea Gottlieb, Hans-Georg Müller

Publication date: 30 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2012.03.009


62F12: Asymptotic properties of parametric estimators

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M09: Non-Markovian processes: estimation



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