Prediction of weakly locally stationary processes by auto-regression (Q4962123)
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scientific article; zbMATH DE number 6968030
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction of weakly locally stationary processes by auto-regression |
scientific article; zbMATH DE number 6968030 |
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30 October 2018
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locally stationary time series
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auto-regression coefficients
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time varying autoregressive processes
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minimax-rate prediction
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math.ST
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stat.TH
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