LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE
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Publication:4562555
DOI10.1017/S0266466607070028zbMath1441.62238OpenAlexW2036014214MaRDI QIDQ4562555
Publication date: 21 December 2018
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466607070028
Applications of statistics to economics (62P20) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Economic time series analysis (91B84)
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