EFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSION (Q4730643)
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scientific article; zbMATH DE number 4115782
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | EFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSION |
scientific article; zbMATH DE number 4115782 |
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EFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSION (English)
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1988
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serial correlation
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efficient estimation
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nonparametric curve
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fitting
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multiple time series regression model
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trending regressors
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nonstationary
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stationary autoregressive process of known order
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unknown time-varying scale factor
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adaptive estimators
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heteroskedasticity
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0.8142523765563965
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0.8142523765563965
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0.8087323307991028
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0.8060178756713867
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