Efficient inference for autoregressive coefficients in the presence of trends
Year of publication: |
2013
|
---|---|
Authors: | Qiu, D. ; Shao, Q. ; Yang, L. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 114.2013, C, p. 40-53
|
Publisher: |
Elsevier |
Subject: | Autoregressive time series | Local polynomial | Oracle efficiency | Yule–Walker estimator | Moving average |
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