scientific article; zbMATH DE number 6613568

MaRDI QIDQ2991303zbMATH OpenFDO

Authors Kun Lv, Rui Huang

Publication date 10 August 2016

zbMATH Keywords

bandwidthkernel estimatesemiparametric estimatevariance function

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(3)

• Semiparametric analysis for environmental time series
• Semiparametric Estimator of Time Series Conditional Variance
• A semiparametric covariance estimator immune to arbitrary signal drift

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