On nonparametric estimation in nonlinear AR(1)-models
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Publication:1962160
DOI10.1016/S0167-7152(98)00289-2zbMath0954.62049OpenAlexW2031036493MaRDI QIDQ1962160
Publication date: 30 January 2001
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00289-2
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (7)
Model selection for (auto-)regression with dependent data ⋮ Autoregressive functions estimation in nonlinear bifurcating autoregressive models ⋮ Adaptive estimation of mean and volatility functions in (auto-)regressive models. ⋮ Thresholding algorithms, maxisets and well-concentrated bases ⋮ Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection ⋮ Testing the regularity of a smooth signal ⋮ Estimation of nonlinear autoregressive models using design-adapted wavelets
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