Cizek, Pavel; Härdle, Wolfgang; Spokoiny, Vladimir - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
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Adaptive pointwise
estimation in
time …-Universität zu Berlin
Spandauer Straße 1, D-10178 Berlin
Adaptive pointwise estimation in
time-inhomogeneous time-series models
P …: adaptive pointwise estimation, autoregressive models, conditional het-
eroscedasticity models, local time-homogeneity
∗Dept. of …