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

From MaRDI portal
Added link to MaRDI item.
Changed an Item
Property / describes a project that uses
 
Property / describes a project that uses: FinTS / rank
 
Normal rank

Revision as of 03:02, 29 February 2024

scientific article
Language Label Description Also known as
English
Inference for non-stationary time-series autoregression
scientific article

    Statements

    Inference for non-stationary time-series autoregression (English)
    0 references
    0 references
    0 references
    26 November 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    simultaneous confidence tubes
    0 references
    time-varying AR models
    0 references
    Gaussian approximation
    0 references
    locally stationary approximation
    0 references