Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/85221 
Year of Publication: 
2001
Series/Report no.: 
CoFE Discussion Paper No. 01/12
Publisher: 
University of Konstanz, Center of Finance and Econometrics (CoFE), Konstanz
Abstract: 
This paper is written as a supplement to our paper Iterative plug-in algorithms for SEMIFAR models-definition, convergence and asymptotic properties (Beran and Feng, 2001). The purpose of this supplement is to report the detailed simulation results, because it is impossible to include all of them in the original paper. Some technical details about programming are also described. For the theoretical and methodical background we refer the reader to the original paper.
Subjects: 
SEMIFAR models
data-driven algorithms
simulation results
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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