Thursday, March 21, 2013

1303.4857 (Kyong-Hui Kim et al.)

Asymptotic Normality of Estimates in Flexible Seasonal Time Series Model
with Weak Dependent Error Terms

Kyong-Hui Kim, Hak-Myong Pak
In this paper we considered a general seasonal time series model with K-dependent and \rambda-dependent errors, which are new concepts of dependence. In this model we derived consistency and asymptotic normality of non-parametric estimates constructed by local linear method.
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