Adaptive estimation of autoregressive models with time-varying variances (Q290952)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive estimation of autoregressive models with time-varying variances |
scientific article |
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Adaptive estimation of autoregressive models with time-varying variances (English)
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3 June 2016
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adaptive estimation
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autoregression
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heterogeneity
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nonstationary volatility
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weighted regression
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