Title of article :
On adaptive estimation in nonstationary ARMA Models with GARCH errors
Author/Authors :
Ling، Shiqing نويسنده , , McAleer، Michael نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Pages :
-641
From page :
642
To page :
0
Abstract :
The building block approach was identified as a useful alternative to the commonly used Bucherer-Berg method for the preparation of cyclic unusual (alpha)-amino acid derivatives. The symmetrical building blocks were prepared by dialkylation of ethyl isocyanoacetate under solid—liquid phase transfer catalysis conditions while the unsymmetrical building blocks were prepared by a stepwise alkylation of the OʹDonnell Schiff base. Metathesis reactions, Suzuki couplings, and cycloaddition reactions were utilized to assemble the building blocks.
Keywords :
kernel estimators , efficient estimation , nonstationary ARMA-GARCH models , limiting distribution , locally asymptotic quadratic , log-likelihood ratio , Adaptive estimation
Journal title :
Annals of Statistics
Serial Year :
2003
Journal title :
Annals of Statistics
Record number :
74480
Link To Document :
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