Adaptive estimation of AR∞ models with time-varying variances
Erhua Zhang, Jilin Wu
| Year of publication: |
2020
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|---|---|
| Authors: | Zhang, Erhua ; Wu, Jilin |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 197.2020, p. 1-5
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| Subject: | Adaptive estimation | Lag selection | Sieve approximation | Time-varying variances | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2020.109641 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012511135