Semiparametric quasi maximum likelihood estimation of the fractional response model

DOI10.1016/J.ECONLET.2019.108769zbMath1435.62427OpenAlexW2982208859WikidataQ127008910 ScholiaQ127008910MaRDI QIDQ2292757

Santiago Montoya-Blandón, David T. Jacho-Chávez

Publication date: 5 February 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2019.108769

zbMATH Keywords

semiparametric estimationmisspecificationquasi maximum likelihoodfractional response

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Fractional processes, including fractional Brownian motion (60G22)

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