Una clase de estimadores para los parametros de un proceso AR(1), obtenidos a partir de estimaciones no parametricas previas

DOI10.1007/BF02863592zbMath0731.62139OpenAlexW1522402554MaRDI QIDQ3357395

Juan M. Vilar Fernández, Wenceslao González Manteiga

Publication date: 1987

Published in: Trabajos de Estadistica (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/40501

zbMATH Keywords

asymptotic normalitystationary time seriesConsistencyAR(1) processnonparametric estimations

Mathematics Subject Classification ID

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

Related Items (2)

Estimacion no parametrica de curvas notables para datos dependientes ⋮ Asymptotic normality of generalized functional estimators dependent on covariables

Cites Work

• A class of linear regression parameter estimators constructed by nonparametric estimation
• Efficiency of a Kernel Density Estimator Under an Autoregressive Dependence Model
• Probability density estimation from sampled data
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