Semiparametric estimation in the (auto)-regressive \(\beta\)-mixing model with errors-in-variables (Q1856443)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric estimation in the (auto)-regressive \(\beta\)-mixing model with errors-in-variables |
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Semiparametric estimation in the (auto)-regressive \(\beta\)-mixing model with errors-in-variables (English)
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10 February 2003
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errors-in-variables model
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absolutely regular variables
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autoregression
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stochastic volatility model
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