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Inference for Non-Stationary Time Series Regression With or Without Inequality Constraints - MaRDI portal

Inference for Non-Stationary Time Series Regression With or Without Inequality Constraints (Q5378119)

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scientific article; zbMATH DE number 7064939
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English
Inference for Non-Stationary Time Series Regression With or Without Inequality Constraints
scientific article; zbMATH DE number 7064939

    Statements

    Inference for Non-Stationary Time Series Regression With or Without Inequality Constraints (English)
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    12 June 2019
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    inequality constraints
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    piecewise locally stationary time series
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    robust bootstrap
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    structural stability
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    subsampling
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