On nonparametric ridge estimation for multivariate long-memory processes (Q829814)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On nonparametric ridge estimation for multivariate long-memory processes |
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On nonparametric ridge estimation for multivariate long-memory processes (English)
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6 May 2021
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kernel density estimation
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linear process
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long-range dependence
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multivariate time series
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ridge regression
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