Autocovariance estimation in regression with a discontinuous signal and \(m\)-dependent errors: a difference-based approach (Q5738832)
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scientific article; zbMATH DE number 6729629
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| English | Autocovariance estimation in regression with a discontinuous signal and \(m\)-dependent errors: a difference-based approach |
scientific article; zbMATH DE number 6729629 |
Statements
Autocovariance Estimation in Regression with a Discontinuous Signal and <i>m</i>‐Dependent Errors: A Difference‐Based Approach (English)
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13 June 2017
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autocovariance estimation
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change-point
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convex projection
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covariance matrix estimation
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difference-based methods
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discontinuous signal
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\(m\)-dependent processes
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mean squared error
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non-parametric regression
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0.7501230835914612
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0.7436403036117554
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0.7409096956253052
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0.7405557632446289
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