Asymptotic theory for time series with changing mean and variance (Q2224882)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic theory for time series with changing mean and variance |
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Asymptotic theory for time series with changing mean and variance (English)
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4 February 2021
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semiparametric time series model
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nonparametric heteroscedasticity
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nonparametric moving mean
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parametric autocorrelation
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