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Adaptive estimation of AR(\(\infty\)) models with time-varying variances - MaRDI portal

Adaptive estimation of AR(\(\infty\)) models with time-varying variances (Q2226867)

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Adaptive estimation of AR(\(\infty\)) models with time-varying variances
scientific article

    Statements

    title
    Adaptive estimation of AR(\(\infty\)) models with time-varying variances (English)
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    author
    Erhua Zhang
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    Jilin Wu
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    publication date
    9 February 2021
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    zbMATH Keywords
    time-varying variances
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    sieve approximation
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    adaptive estimation
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    lag selection
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    Identifiers

    zbMATH DE Number
    7308085
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    OpenAlex ID
    W3094760425
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