Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity (Q1657957)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity |
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Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity (English)
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14 August 2018
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local stationarity
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nonparametric estimation
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central limit theorem
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