Asymptotic theory for time series with changing mean and variance (Q2224882)
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scientific article; zbMATH DE number 7306106
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asymptotic theory for time series with changing mean and variance |
scientific article; zbMATH DE number 7306106 |
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Asymptotic theory for time series with changing mean and variance (English)
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4 February 2021
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semiparametric time series model
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nonparametric heteroscedasticity
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nonparametric moving mean
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parametric autocorrelation
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0.7944568991661072
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0.7895472645759583
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0.7893407344818115
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0.7868834733963013
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0.780922532081604
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