Adaptive estimation of AR(\(\infty\)) models with time-varying variances (Q2226867)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7308085
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Adaptive estimation of AR(\(\infty\)) models with time-varying variances |
scientific article; zbMATH DE number 7308085 |
Statements
Adaptive estimation of AR(\(\infty\)) models with time-varying variances (English)
0 references
9 February 2021
0 references
time-varying variances
0 references
sieve approximation
0 references
adaptive estimation
0 references
lag selection
0 references
0 references
0 references
0 references
0.912736713886261
0 references
0.8138924837112427
0 references
0.8035964369773865
0 references
0.7962724566459656
0 references
0.7815747261047363
0 references
