A Robbins–Monro Algorithm for Non‐Parametric Estimation of NAR Process with Markov Switching: Consistency (Q4596425)
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scientific article; zbMATH DE number 6814673
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Robbins–Monro Algorithm for Non‐Parametric Estimation of NAR Process with Markov Switching: Consistency |
scientific article; zbMATH DE number 6814673 |
Statements
A Robbins–Monro Algorithm for Non‐Parametric Estimation of NAR Process with Markov Switching: Consistency (English)
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1 December 2017
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autoregressive process
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Markov switching
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Robbins-Monro approximation
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nonparametric kernel estimation
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