Two-step estimation of time-varying additive model for locally stationary time series (Q1799876)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Two-step estimation of time-varying additive model for locally stationary time series |
scientific article; zbMATH DE number 6958765
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Two-step estimation of time-varying additive model for locally stationary time series |
scientific article; zbMATH DE number 6958765 |
Statements
Two-step estimation of time-varying additive model for locally stationary time series (English)
0 references
19 October 2018
0 references
time-varying additive model
0 references
locally stationary process
0 references
\(\alpha\)-mixing
0 references
local linear estimator
0 references
tensor product
0 references
0 references
0 references
0 references
0 references
0.807171642780304
0 references
0.8070206046104431
0 references
0.7888382077217102
0 references
0.7818500995635986
0 references
