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

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.
View original: http://arxiv.org/abs/1303.4857