Higher order asymptotic theory for nonparametric time series analysis and related contributions
We investigate higher order asymptotic theory in nonparametric time series analysis. The aim of these techniques is to approximate the finite sample distribution of estimates and test statistics. This is specially relevant for smoothed nonparametric estimates in the presence of autocorrelation, whic...
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London School of Economics and Political Science (University of London)
1996
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.645467 |