A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458)
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English | A weighted sieve estimator for nonparametric time series models with nonstationary variables |
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A weighted sieve estimator for nonparametric time series models with nonstationary variables (English)
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4 May 2021
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nonparametric regression
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nonstationary variable
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sieve estimation
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stationary variable
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time trend
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unbounded support
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weighted least squares
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