Estimating the innovation distribution in nonlinear autoregressive models (Q1868289)

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scientific article; zbMATH DE number 1901365
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English
Estimating the innovation distribution in nonlinear autoregressive models
scientific article; zbMATH DE number 1901365

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    Estimating the innovation distribution in nonlinear autoregressive models (English)
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    27 April 2003
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    constrained models
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    empirical estimators
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    influence functions
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    Markov chain models
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    semiparametric models
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