Additive nonparametric models with time variable and both stationary and nonstationary regressors (Q1792488)
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scientific article; zbMATH DE number 6952490
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| English | Additive nonparametric models with time variable and both stationary and nonstationary regressors |
scientific article; zbMATH DE number 6952490 |
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Additive nonparametric models with time variable and both stationary and nonstationary regressors (English)
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12 October 2018
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additive nonparametric models
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deterministic trend
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pairs trading
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series estimator
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stationary and locally stationary processes
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unit root process
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0.8197112679481506
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0.7914369106292725
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0.7878864407539368
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0.7853986620903015
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0.7841817140579224
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