GR-estimates for an autoregressive time series.
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Publication:5933612
DOI10.1016/S0167-7152(00)00149-8zbMath1034.62089OpenAlexW2039839019MaRDI QIDQ5933612
Jeffrey T. Terpstra, Joshua D. Naranjo, Joseph W. McKean
Publication date: 2001
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00149-8
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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Cites Work
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