Adaptive estimation of autoregressive models with time-varying variances (Q290952)
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scientific article; zbMATH DE number 6589307
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| English | Adaptive estimation of autoregressive models with time-varying variances |
scientific article; zbMATH DE number 6589307 |
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Adaptive estimation of autoregressive models with time-varying variances (English)
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3 June 2016
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adaptive estimation
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autoregression
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heterogeneity
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nonstationary volatility
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weighted regression
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0.912736713886261
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0.8271227478981018
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0.8171473741531372
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0.8045932054519653
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0.8039395213127136
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