scientific article

DOI10.5705/ss.2009.073zbMath1232.62116OpenAlexW4244695740MaRDI QIDQ3094073

Lajos Horváth, Alexander Aue

Publication date: 21 October 2011

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.2009.073

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

nonlinear optimizationnonlinear time series modelsunit-roots

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05)

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