Nonparametric Identification of Autoregressions (Q4954383)

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scientific article; zbMATH DE number 1456240
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Nonparametric Identification of Autoregressions
scientific article; zbMATH DE number 1456240

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    Nonparametric Identification of Autoregressions (English)
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    6 June 2000
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    kernel density estimators
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    dependent observations
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    autoregression
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    probability models
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    prediction
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