Adaptive estimation of autoregressive models with time-varying variances (Q290952): Difference between revisions

@@ Property / author @@
+Ke-Li Xu
@@ Property / author: Ke-Li Xu / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G07
@@ Property / Mathematics Subject Classification ID: 62G07 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6589307
@@ Property / zbMATH DE Number: 6589307 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+adaptive estimation
@@ Property / zbMATH Keywords: adaptive estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+autoregression
@@ Property / zbMATH Keywords: autoregression / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+heterogeneity
@@ Property / zbMATH Keywords: heterogeneity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonstationary volatility
@@ Property / zbMATH Keywords: nonstationary volatility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+weighted regression
@@ Property / zbMATH Keywords: weighted regression / rank @@
+Normal rank

Revision as of 19:46, 27 June 2023