The distribution of rolling regression estimators (Q6108308): Difference between revisions
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Latest revision as of 18:31, 30 December 2024
scientific article; zbMATH DE number 7704500
Language | Label | Description | Also known as |
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English | The distribution of rolling regression estimators |
scientific article; zbMATH DE number 7704500 |
Statements
The distribution of rolling regression estimators (English)
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29 June 2023
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parameter instability
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nonparametric estimation
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rolling regressions
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uniform confidence intervals
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nonstationary
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