Norming rates and limit theory for some time-varying coefficient autoregressions

Keyphrases

• Time-varying Coefficients 100%
• Unit Root Model 100%
• Norming 100%
• Limit Theory 100%
• Autoregression 100%
• Hessian 100%
• Rate Theory 100%
• Complete Lists 50%
• Dynamic Model 50%
• Similarity-based 50%
• Exchange-traded Funds 50%
• Random Walk 50%
• Large Families 50%
• Similarity Function 50%
• Leading Terms 50%
• Similarity Model 50%
• Score Function 50%
• Stochastic Unit Root 50%
• Quasi-maximum Likelihood Estimation 50%
• Explosives 50%
• Test Statistic 50%
• Quadratic Forms 50%
• International Exchange 50%
• Consistency Proof 50%
• Nonlinear Diffusion Process 50%
• Similarity Classes 50%
• Composite Case 50%
• AR Coefficients 50%
• Conditional Volatility 50%
• Time-varying Autoregressions 50%
• Negligibility 50%
• Process Limits 50%
• Natural Interpretation 50%

Mathematics

• Autoregression 100%
• Stochastics 100%
• Asymptotics 50%
• Conditionals 50%
• Maximum Likelihood Estimator 50%
• score function ψ 50%
• Quadratic Form 50%
• Test Statistic 50%
• Consistency Proof 50%
• Function Similarity 50%
• Complete List 50%
• Leading Term 50%
• Diffusion Process 50%
• Dynamic Modeling 50%