Kernel autocorrelogram for time-deformed processes

DOI10.1016/S0378-3758(97)00140-7zbMath0944.62073MaRDI QIDQ1299537

Joanna Jasiak, Christian Gouriéroux, Eric Ghysels

Publication date: 23 August 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

Related Items

Estimation on unevenly spaced time series, Truncated dynamics and estimation of diffusion equations, Spectral analysis for intrinsic time processes

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