Browsing College of Arts and Sciences (UMKC) by Title "Generalized Multiplicative Error Models: Asymptotic Inference and Empirical Analysis"
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Generalized Multiplicative Error Models: Asymptotic Inference and Empirical Analysis
(2015-08-04)This dissertation consists of two parts. The first part focuses on extended Multiplicative Error Models (MEM) that include two extreme cases for nonnegative series. These extreme cases are common phenomena in high-frequency ...