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Nonparametric regression with rescaled time series errors - MaRDI portal

Nonparametric regression with rescaled time series errors (Q2852596)

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scientific article; zbMATH DE number 6214364
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English
Nonparametric regression with rescaled time series errors
scientific article; zbMATH DE number 6214364

    Statements

    Nonparametric regression with rescaled time series errors (English)
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    9 October 2013
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    autoregressive error process
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    heteroscedastic
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    semiparametric estimators
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    difference-based estimation approach
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    Identifiers