• 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