Rapid Estimation of Specific Impulse
نویسندگان
چکیده
منابع مشابه
Nonparametric Estimation of Generalized Impulse Response Functions
We derive a local linear estimator of generalized impulse response (GIR) functions for nonlinear conditional heteroskedastic autoregressive processes and show its asymptotic normality. We suggest a plug-in bandwidth based on the derived asymptotically optimal bandwidth. A local linear estimator for the conditional variance function is proposed which has simpler bias than the standard estimator....
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ژورنال
عنوان ژورنال: Defence Science Journal
سال: 1988
ISSN: 0976-464X,0011-748X
DOI: 10.14429/dsj.38.4825