Functional Coefficient Estimation with Both Categorical and Continuous Data
We propose a local linear functional coefficient estimator that admits a mix of discrete and continuous data for stationary time series. Under weak conditions our estimator is asymptotically normally distributed. A small set of simulation studies is carried out to illustrate the finite sample perfor...
محفوظ في:
| المؤلفون الرئيسيون: | , , |
|---|---|
| التنسيق: | text |
| اللغة: | English |
| منشور في: |
Institutional Knowledge at Singapore Management University
2010
|
| الموضوعات: | |
| الوصول للمادة أونلاين: | https://ink.library.smu.edu.sg/soe_research/336 https://ink.library.smu.edu.sg/context/soe_research/article/1335/viewcontent/Functional_Coefficient_Estimation_with_Both_Categorical_afv.pdf |
| الوسوم: |
إضافة وسم
لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
|
| المؤسسة: | Singapore Management University |
| اللغة: | English |