Efficient estimation in nonlinear autoregressive time-series models

Bernoulli

Volumn 3, Issue 3, 1997, Pages 247-277

  Koul, Hira L ^a   Schick, Anton ^b  

^a MICHIGAN STATE UNIVERSITY   (United States)

^b BINGHAMTON UNIVERSITY   (United States)

Author keywords

adaptivity; ergodicity; local asymptotic normality; semi parametric time series; stationarity

Indexed keywords

EID: 0000421758     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318592     Document Type: Article

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