Marked empirical processes for non-stationary time series (Q2435236)
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 6254555
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Marked empirical processes for non-stationary time series |
scientific article; zbMATH DE number 6254555 |
Statements
Marked empirical processes for non-stationary time series (English)
0 references
4 February 2014
0 references
goodness-of-fit
0 references
long-memory
0 references
marked empirical process
0 references
quantile regression
0 references
unit root
0 references
0 references
0 references
0 references
0 references
0.7838983535766602
0 references
0.7835279107093811
0 references
0.7835279107093811
0 references
0.7817853689193726
0 references
0.7732101082801819
0 references
