Inference for non-stationary time-series autoregression (Q2864628): Difference between revisions

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Revision as of 23:06, 19 March 2024

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Inference for non-stationary time-series autoregression
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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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