Pages that link to "Item:Q1962160"

The following pages link to On nonparametric estimation in nonlinear AR(1)-models (Q1962160):

Displaying 17 items.

• A semiparametric method for estimating nonlinear autoregressive model with dependent errors (Q640165) (← links)
• Estimation of nonlinear autoregressive models using design-adapted wavelets (Q816372) (← links)
• Nonparametric identification for nonlinear autoregressive time series models: Convergence rates (Q1302278) (← links)
• Adaptive estimation of mean and volatility functions in (auto-)regressive models. (Q1766042) (← links)
• Nonasymptotic bounds for autoregressive time series modeling. (Q1848866) (← links)
• Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection (Q1848887) (← links)
• Nonlinear AR modeling (Q1902520) (← links)
• On minimax identification of nonparametric autoregressive models (Q1964758) (← links)
• An estimator for parameters of a nonlinear nonnegative multidimensional AR(1) process (Q1979010) (← links)
• AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation (Q2145806) (← links)
• Testing the regularity of a smooth signal (Q2345129) (← links)
• Autoregressive functions estimation in nonlinear bifurcating autoregressive models (Q2412762) (← links)
• (Q3484186) (← links)
• On extrapolation in some non-linear ar(1) processes (Q4346827) (← links)
• Model selection for (auto-)regression with dependent data (Q4534854) (← links)
• Thresholding algorithms, maxisets and well-concentrated bases (Q5936975) (← links)
• Adaptive deep learning for nonlinear time series models (Q6632604) (← links)