Variance function estimation of a one-dimensional nonstationary process (Q2325313)
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scientific article; zbMATH DE number 7110086
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| default for all languages | No label defined |
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| English | Variance function estimation of a one-dimensional nonstationary process |
scientific article; zbMATH DE number 7110086 |
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Variance function estimation of a one-dimensional nonstationary process (English)
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25 September 2019
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difference-based
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nonstationary process
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correlated errors
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variance function estimation
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nonparametric estimation
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0.88007134
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0.8799384
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0.87700033
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