Two-step estimation of time-varying additive model for locally stationary time series (Q1799876)
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English | Two-step estimation of time-varying additive model for locally stationary time series |
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Two-step estimation of time-varying additive model for locally stationary time series (English)
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19 October 2018
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time-varying additive model
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locally stationary process
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\(\alpha\)-mixing
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local linear estimator
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tensor product
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