Dimension reduction in time series under the presence of conditional heteroscedasticity (Q6167060)
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scientific article; zbMATH DE number 7708626
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dimension reduction in time series under the presence of conditional heteroscedasticity |
scientific article; zbMATH DE number 7708626 |
Statements
Dimension reduction in time series under the presence of conditional heteroscedasticity (English)
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7 July 2023
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angular representation
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dimension reduction
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heteroscedasticity
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iterative estimation
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Nadaraya-Watson smoother
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time series
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