ASYMPTOTIC EFFICIENCY OF ESTIMATING FUNCTION ESTIMATORS FOR NONLINEAR TIME SERIES MODELS

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概要

• 論文の詳細を見る
• 2009-12-01

著者

• Amano Tomoyuki

  Department Of Applied Mathematics School Of Science And Engineering Waseda University

• Amano Tomoyuki

  Department Of Applied Mathematics School Of Fundamental Science And Engineering Waseda University

関連論文

• ASYMPTOTIC EFFICIENCY OF ESTIMATING FUNCTION ESTIMATORS FOR NONLINEAR TIME SERIES MODELS
• SYSTEMATIC APPROACH FOR PORTMANTEAU TESTS IN VIEW OF THE WHITTLE LIKELIHOOD RATIO
• COMPARISON OF WHITTLE TYPE PORTMANTEAU TESTS
• NOTE ON ASYMPTOTICS OF WHITTLE ESTIMATORS FOR SQUARE TRANSFORMED ARCH(∞) MODELS

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