Asymptotics for weighted periodic transformations of integrated time series

MaRDI QIDQ5256014zbMATH OpenFDO

Authors Chien-Ho Wang, Robert de Jong

Publication date 22 June 2015

Full work available at URL http://www.ceser.in/ceserp/index.php/bse/article/view/2143

zbMATH Keywords

nonlinear time seriesasymptotic theorycointegrationintegrated processperiodic transformation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)

Recommendations

• ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
• Nonparametric transformation regression with nonstationary data
• ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES”
• Nonlinear Regressions with Integrated Time Series
• FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES

Cited in

(3)

• ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
• Asymptotic results for Fourier-PARMA time series
• ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES”

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