Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility (Q5177951)
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scientific article; zbMATH DE number 6412966
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility |
scientific article; zbMATH DE number 6412966 |
Statements
Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility (English)
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9 March 2015
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Cochrane-Orcutt estimator
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deterministic trend
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efficiency gain
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nearly integrated process
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non-stationary volatility
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semiparametric model
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