Dimension reduction in time series under the presence of conditional heteroscedasticity

DOI10.1016/j.csda.2022.107682MaRDI QIDQ6167060

T. N. Sriram, Yuan Ke, Murilo V. G. da Silva

Publication date: 7 July 2023

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

time seriesdimension reductionheteroscedasticityiterative estimationNadaraya-Watson smootherangular representation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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