Nonlinear system theory: Another look at dependence

DOI10.1073/pnas.0506715102zbMath1135.62075OpenAlexW2068019718WikidataQ34063619 ScholiaQ34063619MaRDI QIDQ5385851

Publication date: 7 May 2008

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.0506715102

zbMATH Keywords

weak convergence kernel estimation nonlinear time series limit theory

Mathematics Subject Classification ID

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

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