Robust inference on infinite and growing dimensional time-series regression (Q6536576)
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scientific article; zbMATH DE number 7846206
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| default for all languages | No label defined |
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| English | Robust inference on infinite and growing dimensional time-series regression |
scientific article; zbMATH DE number 7846206 |
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Robust inference on infinite and growing dimensional time-series regression (English)
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13 May 2024
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growing number of restrictions
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high-order long-run variance
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nonparametric regression
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infinite-order autoregression
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0.7430226802825928
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0.7327974438667297
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0.7274755835533142
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0.7180385589599609
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