Efficient inference for autoregressive coefficients in the presence of trends (Q1931850)
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scientific article; zbMATH DE number 6126026
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| English | Efficient inference for autoregressive coefficients in the presence of trends |
scientific article; zbMATH DE number 6126026 |
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Efficient inference for autoregressive coefficients in the presence of trends (English)
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16 January 2013
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autoregressive time series
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local polynomial
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oracle efficiency
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Yule-Walker estimator
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moving average
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0.8784456253051758
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0.8457978963851929
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0.7893460988998413
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0.7871407270431519
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