Adaptive pointwise estimation in time-inhomogeneous time-series models
Year of publication: |
2008
|
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Authors: | Čížek, Pavel ; Härdle, Wolfgang Karl ; Spokoiny, Vladimir |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Zeitreihenanalyse | Schätztheorie | ARCH-Modell | Theorie | adaptive pointwise estimation | autoregressive models | conditional heteroscedasticity models | local time-homogeneity |
Series: | SFB 649 Discussion Paper ; 2008-002 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 558748120 [GVK] hdl:10419/25244 [Handle] RePEc:zbw:sfb649:sfb649dp2008-002 [RePEc] |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: |
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Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models
Cizek, Pavel, (2007)
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Adaptive pointwise estimation in time-inhomogeneous time-series models
Cizek, Pavel, (2008)
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Adaptive pointwise estimation in time-inhomogeneous time-series models
Čížek, Pavel, (2008)
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Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
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Adaptive pointwise estimation in time-inhomogeneous time-series models
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Adaptive pointwise estimation in time-inhomogeneous time-series models
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