Efficient inference for autoregressive coefficients in the presence of trends
type: Item
instance of: scholarly article
title: Efficient inference for autoregressive coefficients in the presence of trends
zbMATH Open document ID: 1255.62279
author: Debin Qiu
author: Q. Shao
author: L. Yang
published in: Journal of Multivariate Analysis
publication date: 2013-01-16T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 6126026
zbMATH Keywords: autoregressive time series
zbMATH Keywords: local polynomial
zbMATH Keywords: oracle efficiency
zbMATH Keywords: Yule-Walker estimator
zbMATH Keywords: moving average
Wikidata QID: Q61865753
MaRDI profile type: Publication
full work available at URL: j.jmva.2012.07.016
OpenAlex ID: W2023035647
DBLP publication ID: journals/ma/QiuSY13
DOI: 10.1016/J.JMVA.2012.07.016
description: scientific article; zbMATH DE number 6126026