Inference for non-stationary time-series autoregression (Q2864628): Difference between revisions
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Revision as of 08:52, 5 March 2024
scientific article
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English | Inference for non-stationary time-series autoregression |
scientific article |
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Inference for non-stationary time-series autoregression (English)
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26 November 2013
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simultaneous confidence tubes
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time-varying AR models
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Gaussian approximation
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locally stationary approximation
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