NON-PARAMETRIC ESTIMATION UNDER STRONG DEPENDENCE
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Publication:2933187
DOI10.1111/jtsa.12044zbMath1301.62044OpenAlexW2142011802WikidataQ33882272 ScholiaQ33882272MaRDI QIDQ2933187
Zhibiao Zhao, Yiyun Zhang, Run-Ze Li
Publication date: 10 December 2014
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc4092009
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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Asymptotic theory for time series with changing mean and variance, INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN
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