Adaptive estimation of autoregressive models with time-varying variances (Q290952): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3125437539 / rank | |||
Normal rank | |||
Revision as of 22:37, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive estimation of autoregressive models with time-varying variances |
scientific article |
Statements
Adaptive estimation of autoregressive models with time-varying variances (English)
0 references
3 June 2016
0 references
adaptive estimation
0 references
autoregression
0 references
heterogeneity
0 references
nonstationary volatility
0 references
weighted regression
0 references
