Inference for non-stationary time-series autoregression (Q2864628)
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scientific article; zbMATH DE number 6232528
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| default for all languages | No label defined |
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| English | Inference for non-stationary time-series autoregression |
scientific article; zbMATH DE number 6232528 |
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Inference for non-stationary time-series autoregression (English)
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26 November 2013
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simultaneous confidence tubes
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time-varying AR models
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Gaussian approximation
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locally stationary approximation
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0.7820777893066406
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0.7764269709587097
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0.7631350159645081
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0.7565665245056152
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0.7550305724143982
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