Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models
Year of publication: |
2007
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Authors: | Cizek, Pavel ; Haerdle, W. ; Spokoiny, V. |
Institutions: | Tilburg University, Center for Economic Research |
Subject: | adaptive pointwise estimation | autoregressive models | conditional heteroscedasticity models | local time-homogeneity |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series CentER Discussion Paper Number 2007-35 |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: |
-
Adaptive pointwise estimation in time-inhomogeneous time-series models
Čížek, Pavel, (2008)
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Adaptive pointwise estimation in time-inhomogeneous time-series models
Cizek, Pavel, (2008)
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Koopman, Siem Jan, (2006)
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