Nonparametric recursive estimation in nonlinear ARX-models
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Publication:1337932
zbMath0804.62041MaRDI QIDQ1337932
Alexandre B. Tsybakov, Paul Doukhan
Publication date: 5 December 1994
Published in: Problems of Information Transmission (Search for Journal in Brave)
recurrence relationstrong consistencygeneral ARX(k,q) nonlinear processrecursive nonparametric estimator
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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