Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference23 articles.
1. An estimate of the distribution of the noise in an autoregressive scheme;Boldin;Teor. Veroyatn. Primen.,1982
2. On testing hypotheses in the sliding average scheme by the Kolmogorov–Smirnov and ω2 tests;Boldin;Theory Probab. Appl.,1990
3. Performance of variance function estimators for autoregressive time series of order one: asymptotic normality and numerical study;Borkowski;Control Cybernet.,2012
4. Efficient estimation of conditional variance functions in stochastic regression;Fan;Biometrika,1998
5. Nonlinear Time Series: Nonparametric and Parametric Methods;Fan,2002
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献