Semiparametric estimation in the (auto)-regressive \(\beta\)-mixing model with errors-in-variables (Q1856443)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Semiparametric estimation in the (auto)-regressive \(\beta\)-mixing model with errors-in-variables |
scientific article; zbMATH DE number 1865761
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric estimation in the (auto)-regressive \(\beta\)-mixing model with errors-in-variables |
scientific article; zbMATH DE number 1865761 |
Statements
Semiparametric estimation in the (auto)-regressive \(\beta\)-mixing model with errors-in-variables (English)
0 references
10 February 2003
0 references
errors-in-variables model
0 references
absolutely regular variables
0 references
autoregression
0 references
stochastic volatility model
0 references
