Nonparametric M-Estimation with long-memory errors
| dc.contributor.author | Beran, Jan | |
| dc.contributor.author | Ghosh, Sucharita | deu |
| dc.contributor.author | Sibbertsen, Philipp | deu |
| dc.date.accessioned | 2011-03-22T17:45:37Z | deu |
| dc.date.available | 2011-03-22T17:45:37Z | deu |
| dc.date.issued | 2000 | deu |
| dc.description.abstract | We investigate the behavior of nonparametric kernel M-estimator in the presence of long-memory errors. The optimal bandwidth and central limit theorem are obtained. It turns out that in the Gaussian case all kernel M-estimators have the same limiting normal distribution. The motivation behind this study is illustrated with an example. | eng |
| dc.description.version | published | |
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| dc.identifier.ppn | 088851036 | deu |
| dc.identifier.uri | http://kops.uni-konstanz.de/handle/123456789/722 | |
| dc.language.iso | eng | deu |
| dc.legacy.dateIssued | 2000 | deu |
| dc.relation.ispartofseries | CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie | |
| dc.rights | terms-of-use | deu |
| dc.rights.uri | https://rightsstatements.org/page/InC/1.0/ | deu |
| dc.subject.ddc | 510 | deu |
| dc.title | Nonparametric M-Estimation with long-memory errors | eng |
| dc.type | WORKINGPAPER | deu |
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| kops.bibliographicInfo.seriesNumber | 2000/19 | deu |
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title={Nonparametric M-Estimation with long-memory errors},
number={2000/19},
author={Beran, Jan and Ghosh, Sucharita and Sibbertsen, Philipp}
} | |
| kops.citation.iso690 | BERAN, Jan, Sucharita GHOSH, Philipp SIBBERTSEN, 2000. Nonparametric M-Estimation with long-memory errors | deu |
| kops.citation.iso690 | BERAN, Jan, Sucharita GHOSH, Philipp SIBBERTSEN, 2000. Nonparametric M-Estimation with long-memory errors | eng |
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