Gaussian Semiparametric Estimation of Non-stationary Time Series
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Publication:4258768
DOI10.1111/1467-9892.00127zbMath0922.62093OpenAlexW2157628315MaRDI QIDQ4258768
Publication date: 14 September 1999
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00127
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Nonparametric estimation (62G05)
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