SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
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Publication:1608913
DOI10.1016/S0167-9473(02)00007-5zbMath0993.62079OpenAlexW2081004852MaRDI QIDQ1608913
Publication date: 13 August 2002
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-9473(02)00007-5
kernel estimationsemiparametric modelslong-range dependencebandwidth selectiontrendsBICdifferencinganti-persistence
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Uses Software
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