Mathematical Derivations

Part of the SpringerBriefs in Statistics book series (BRIEFSSTATIST)


We give the mathematical derivations of the results on the asymptotic properties of the SIML estimator in Chap.  3. For the sake of completeness, we also give useful relations of trigonometric functions that are the results of direct but often tedious calculations. This chapter can be skipped for readers who are interested in only financial applications.


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© The Author(s) 2018

Authors and Affiliations

  1. 1.School of Political Science and EconomicsMeiji UniversityTokyoJapan
  2. 2.Graduate School of EconomicsThe University of TokyoBunkyo-kuJapan
  3. 3.School of EngeneeringTokyo Institute of TechnologyTokyoJapan

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