Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments (Q6135339)
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scientific article; zbMATH DE number 7731467
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments |
scientific article; zbMATH DE number 7731467 |
Statements
Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments (English)
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24 August 2023
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structural break autoregressive model
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non-stationary segments
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explosive segments
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non-parametric variance function estimation
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truncation
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