ACF estimation via difference schemes for a semiparametric model with m-dependent errors
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Publication:5983871
DOI10.48550/arXiv.1905.04578arXiv1905.04578MaRDI QIDQ5983871
Michael Levine, Inder Tecuapetla-Gomez
Publication date: 11 May 2019
62G08: Nonparametric regression and quantile regression
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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