Testing for changes in autocovariances of nonparametric time series models (Q1926538)
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scientific article; zbMATH DE number 6119029
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for changes in autocovariances of nonparametric time series models |
scientific article; zbMATH DE number 6119029 |
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Testing for changes in autocovariances of nonparametric time series models (English)
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28 December 2012
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autocovariance
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change-point analysis
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functional central limit theorem
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interest rates
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nonparametric regression
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time series
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weighted partial sum
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