Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression (Q5860899)
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 7484442
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression |
scientific article; zbMATH DE number 7484442 |
Statements
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression (English)
0 references
4 March 2022
0 references
asymptotic theory
0 references
Lévy process
0 references
orthogonal series expansion
0 references
series estimation
0 references
time-inhomogeneous functional
0 references
0 references
0 references
0.7851541638374329
0 references
0.781810998916626
0 references
0.771538257598877
0 references
0.7608626484870911
0 references
0.7562186121940613
0 references
