Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models

Keyphrases

• Adaptive Estimate 50%
• Change Point Analysis 50%
• Change-point Model 50%
• GARCH Estimation 50%
• Generalized Autoregressive Conditional Heteroscedasticity (GARCH) 100%
• Linear Series 50%
• Local Change 50%
• Local Parametric Approach 50%
• Locally Adaptive 50%
• Monte Carlo Simulation 50%
• Nonlinear Time Series 50%
• Parametric Model 50%
• Pointwise Estimates 100%
• Smooth Transition Models 50%
• Stationarity 50%
• Stock Index 50%
• Time Series Model 100%
• Time-inhomogeneous 100%
• Varying Coefficient 50%

Mathematics

• Change Point Analysis 33%
• End Point 33%
• GARCH Model 33%
• Monte Carlo Method 33%
• Parametric 100%
• Parametric Model 33%
• Pointwise 100%
• Stationarity 33%
• Time Series 33%
• Time Series Analysis 33%
• Time Series Model 100%