Nonlinear wavelet estimation of time-varying autoregressive processes
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Publication:1962757
DOI10.2307/3318448zbMath0954.62103OpenAlexW3125392599MaRDI QIDQ1962757
Rainer von Sachs, Michael H. Neumann, Rainer Dahlhaus
Publication date: 29 January 2001
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: http://archiv.ub.uni-heidelberg.de/volltextserver/21429/1/report.09.pdf
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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