Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Functional estimation for time series. I: Quadratic convergence properties

From MaRDI portal
Publication:1366481
Jump to:navigation, search

zbMath0893.62024MaRDI QIDQ1366481

Paul Doukhan, Patrick Ango Nze

Publication date: 24 August 1998

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)


zbMATH Keywords

autoregressive processdelta-estimates


Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Stationary stochastic processes (60G10) General nonlinear regression (62J02) Stochastic processes (60G99)


Related Items

A note on variable selection in nonparametric regression with dependent data ⋮ Density Estimation for One-Dimensional Dynamical Systems ⋮ Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field ⋮ Evaluation for moments of a ratio with application to regression estimation ⋮ The almost sure central limit theorems for the maxima of sums under some new weak dependence assumptions ⋮ A triangular central limit theorem under a new weak dependence condition ⋮ Functional estimation for time series: Uniform convergence properties ⋮ Towards a nonparametric test of linearity for times series



Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1366481&oldid=13515474"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 31 January 2024, at 16:05.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki