Oracle-efficient estimation and trend inference in non-stationary time series with trend and heteroscedastic ARMA error (Q6561256)

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scientific article; zbMATH DE number 7870697
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    Oracle-efficient estimation and trend inference in non-stationary time series with trend and heteroscedastic ARMA error
    scientific article; zbMATH DE number 7870697

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      Oracle-efficient estimation and trend inference in non-stationary time series with trend and heteroscedastic ARMA error (English)
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      25 June 2024
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      ARMA
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      B-spline
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      Gumbel distribution
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      oracally efficient estimation
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      simultaneous confidence band
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