Christopeit, N., Massmann, M. (2019), Strong consistency of the least squares estimator in regression models with adaptive learning, Electronic Journal of Statistics, Vol. 13 (1), pp. 1646-1693.
Michael Massmann
Prof. Dr.
Group
Economics Group
Fachgebiete
forecasting,
time series,
long memory,
big data,
statistics,
econometrics
Group
Economics Group
Fachgebiete
forecasting,
time series,
long memory,
big data,
statistics,
econometrics