Efficient inference for autoregressive coefficients in the presence of trends

Article (Web of Science)

• cited authors: Qiu, D.; Shao, Q.; Yang, L.
• authors: Shao, Qin
• publication date: February 1, 2013
• webpage: Web of Science
• published in: JOURNAL OF MULTIVARIATE ANALYSIS Journal

author keyword

• Autoregressive time series
• Local polynomial
• Moving average
• Oracle efficiency
• Yule-Walker estimator

• category: STATISTICS & PROBABILITY Category
• start page: 40
• end page: 53
• volume: 114