Ergodicity, geometric ergodicity and mixing conditions for nonparametric ARMA processes (Q1416104)
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scientific article; zbMATH DE number 2016659
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodicity, geometric ergodicity and mixing conditions for nonparametric ARMA processes |
scientific article; zbMATH DE number 2016659 |
Statements
Ergodicity, geometric ergodicity and mixing conditions for nonparametric ARMA processes (English)
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25 February 2004
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ARMA models
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geometric ergodicity
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Fisher-consistency
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kernel estimates
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