Ergodicity, geometric ergodicity and mixing conditions for nonparametric ARMA processes

DOI10.1007/S005740200016zbMATH Open1033.62034OpenAlexW2090804389MaRDI QIDQ1416104

Graciela Boente, Ricardo Fraiman

Publication date: 25 February 2004

Published in: Bulletin of the Brazilian Mathematical Society. New Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s005740200016

zbMATH Keywords

kernel estimatesARMA modelsgeometric ergodicityFisher-consistency

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

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