Fixed-smoothing asymptotics for time series
From MaRDI portal
Publication:366976
DOI10.1214/13-AOS1113zbMath1273.62231arXiv1204.4228MaRDI QIDQ366976
Xianyang Zhang, Xiao-Feng Shao
Publication date: 25 September 2013
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.4228
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
62G09: Nonparametric statistical resampling methods
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