Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity
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Publication:1657957
DOI10.1214/18-EJS1459zbMath1403.62155arXiv1705.10140OpenAlexW2620329324MaRDI QIDQ1657957
Jean-Marc Bardet, Paul Doukhan
Publication date: 14 August 2018
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.10140
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)
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