Estimation non paramétrique dans un modèle autorégressif fonctionnel non directement observé

DOI10.1016/S0764-4442(98)89171-4zbMath1040.62500OpenAlexW2090424957MaRDI QIDQ4218648

Bruno Portier, Nadine Hilgert

Publication date: 1998

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(98)89171-4

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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