Department of Economics and Business Economics

Convergence rates of sums of α-mixing triangular arrays: with an application to nonparametric drift function estimation of continuous-time processes

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Convergence rates of sums of α-mixing triangular arrays: with an application to nonparametric drift function estimation of continuous-time processes. / Kanaya, Shin.

In: Econometric Theory, Vol. 33, No. 5, 10.2017, p. 1121-1153.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

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@article{22bd66a03d1b4c368f9bdfaa3b6c5e4c,
title = "Convergence rates of sums of α-mixing triangular arrays: with an application to nonparametric drift function estimation of continuous-time processes",
author = "Shin Kanaya",
year = "2017",
month = oct,
doi = "10.1017/S0266466616000323",
language = "English",
volume = "33",
pages = "1121--1153",
journal = "Econometric Theory",
issn = "0266-4666",
publisher = "Cambridge University Press",
number = "5",

}

RIS

TY - JOUR

T1 - Convergence rates of sums of α-mixing triangular arrays: with an application to nonparametric drift function estimation of continuous-time processes

AU - Kanaya, Shin

PY - 2017/10

Y1 - 2017/10

U2 - 10.1017/S0266466616000323

DO - 10.1017/S0266466616000323

M3 - Journal article

VL - 33

SP - 1121

EP - 1153

JO - Econometric Theory

JF - Econometric Theory

SN - 0266-4666

IS - 5

ER -