Adaptive estimation of AR(\(\infty\)) models with time-varying variances (Q2226867)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive estimation of AR(\(\infty\)) models with time-varying variances |
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Adaptive estimation of AR(\(\infty\)) models with time-varying variances (English)
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9 February 2021
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time-varying variances
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sieve approximation
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adaptive estimation
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lag selection
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