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Asymptotic theory for time series with changing mean and variance

Authors: GIRAITIS, L; Dalla, V; Robinson, PM;

Asymptotic theory for time series with changing mean and variance

Abstract

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Keywords

semiparametric time series model, nonparametric moving mean, Time series, auto-correlation, regression, etc. in statistics (GARCH), parametric autocorrelation, Asymptotic properties of nonparametric inference, Nonparametric regression and quantile regression, nonparametric heteroscedasticity, Applications of statistics to economics, Asymptotic properties of parametric estimators

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    influence
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
7
Top 10%
Average
Top 10%
Green
bronze