Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models

Pavel Cizek, W. Haerdle and V. Spokoiny
Authors registered in the RePEc Author Service: Wolfgang Karl Härdle

No 2007-35, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: adaptive pointwise estimation; autoregressive models; conditional heteroscedasticity models; local time-homogeneity (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (4)

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Related works:
Working Paper: Adaptive pointwise estimation in time-inhomogeneous time-series models (2008)
Working Paper: Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models (2007)
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