Autocovariance Estimation in Regression with a Discontinuous Signal and <i>m</i>‐Dependent Errors: A Difference‐Based Approach (Q5738832): Difference between revisions
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Revision as of 06:37, 29 February 2024
scientific article; zbMATH DE number 6729629
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autocovariance Estimation in Regression with a Discontinuous Signal and <i>m</i>‐Dependent Errors: A Difference‐Based Approach |
scientific article; zbMATH DE number 6729629 |
Statements
Autocovariance Estimation in Regression with a Discontinuous Signal and <i>m</i>‐Dependent Errors: A Difference‐Based Approach (English)
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13 June 2017
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autocovariance estimation
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change-point
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convex projection
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covariance matrix estimation
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difference-based methods
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discontinuous signal
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\(m\)-dependent processes
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mean squared error
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non-parametric regression
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