Convergence rates of nonparametric filtering estimates in autoregression dynamic systems
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Publication:1778827
DOI10.1023/A:1021872324644zbMath1117.62489OpenAlexW2437156241MaRDI QIDQ1778827
Publication date: 17 June 2005
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1021872324644
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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