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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| English | 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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0.7629779577255249
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0.7626636028289795
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0.762584924697876
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0.761816143989563
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0.7612266540527344
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