Asymptotic Theory for Regressions With Smoothly Changing Parameters

Journal of Time Series Econometrics - Germany
doi 10.1515/jtse-2012-0024
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Walter de Gruyter GmbH

Related search

Asymptotic Forms for the Whittaker Functions With Both Parameters Large

Indiana University Mathematics Journal
Mathematics
1957English

Variance Change Point Detection Under a Smoothly-Changing Mean Trend With Application to Liver Procurement

Journal of the American Statistical Association
UncertaintyStatisticsProbability
2018English

Asymptotic Theory for Differentiated Products Demand Models With Many Markets

2012English

Asymptotic Theory of Rank Tests for Independence.

Journal of the Royal Statistical Society. Series A (General)
1974English

Asymptotic Parameter Estimation Theory for Stochastic Differential Equations.

English

Asymptotic Theory of Filtering for Linear Operator Equations With Discrete Noisy Data

Mathematics of Computation
Computational MathematicsApplied MathematicsNumber TheoryAlgebra
1987English

A General Asymptotic Theory for Time Series Models

SSRN Electronic Journal
2009English

Asymptotic Theory and Econometric Practice

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
1988English

A Non-Asymptotic Homogenization Theory for Periodic Electromagnetic Structures

Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
MathematicsEngineeringAstronomyPhysics
2014English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy