Sieve Extremum Estimates for Weakly Dependent Data

DOI10.2307/2998559zbMath1055.62544OpenAlexW2002287154MaRDI QIDQ4530908

Publication date: 28 May 2002

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2998559

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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