Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression (Q5860899)
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scientific article; zbMATH DE number 7484442
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression |
scientific article; zbMATH DE number 7484442 |
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Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression (English)
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4 March 2022
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asymptotic theory
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Lévy process
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orthogonal series expansion
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series estimation
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time-inhomogeneous functional
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