1303.4857 (Kyong-Hui Kim et al.)

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