Optimal difference-based variance estimators in time series: a general framework (Q2148979)

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scientific article; zbMATH DE number 7547934
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    Optimal difference-based variance estimators in time series: a general framework
    scientific article; zbMATH DE number 7547934

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      Optimal difference-based variance estimators in time series: a general framework (English)
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      24 June 2022
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      change point detection
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      nonlinear time series
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      optimal bandwidth selection
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      trend inference
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      variate difference method
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