An Adaptive Estimator of the Autocorrelation Coefficient in Regression Models with Autoregressive Errors

DOI10.1111/1467-9892.00109zbMath0928.62078OpenAlexW2092224972MaRDI QIDQ4221437

Anton Schick

Publication date: 11 January 2000

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00109

zbMATH Keywords

adaptive estimationAR processes

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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