A nonparametric predictive regression model using partitioning estimators based on Taylor expansions (Q6135346)
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scientific article; zbMATH DE number 7731475
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonparametric predictive regression model using partitioning estimators based on Taylor expansions |
scientific article; zbMATH DE number 7731475 |
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A nonparametric predictive regression model using partitioning estimators based on Taylor expansions (English)
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24 August 2023
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series estimators
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Taylor expansions
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asymptotic theory
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realized volatility
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time series predictability
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