Kernel autocorrelogram for time-deformed processes

DOI10.1016/S0378-3758(97)00140-7MaRDI QIDQ1299537zbMATHFDO

Authors Eric Ghysels, Christian Gouriéroux, J. Jasiak

Publication date 23 August 1999

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(5)

• Spectral analysis for intrinsic time processes
• Truncated dynamics and estimation of diffusion equations
• Time Deformation, Continuous Euler Processes and Forecasting
• Estimation on unevenly spaced time series
• scientific article; zbMATH DE number 4178491 (Why is no real title available?)

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