Autoregressive approximations to nonstationary time series with inference and applications (Q6136588)
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scientific article; zbMATH DE number 7732745
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| English | Autoregressive approximations to nonstationary time series with inference and applications |
scientific article; zbMATH DE number 7732745 |
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Autoregressive approximations to nonstationary time series with inference and applications (English)
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31 August 2023
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nonstationary time series
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AR approximation
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high-dimensional convex Gaussian approximation
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multiplier bootstrap
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globally optimal forecasting
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0.94822794
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0.9286292
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0.91795856
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0.9166205
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0.91391724
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0.9069587
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