Asymptotic estimation of a non-linear infinite filter. application to the estimation of volterra series

DOI10.1080/10485259508832634zbMath0873.62102OpenAlexW2092266933MaRDI QIDQ4345886

Denis Bosq

Publication date: 28 July 1997

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259508832634

zbMATH Keywords

Volterra processesnonlinear filterbilinear processesestimation of Volterra series

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (1)

Estimation of an autoregressive semiparametric model with exogenous variables

Cites Work

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• Strong consistency and rates for recursive probability density estimators of stationary processes
• Simple consistent estimation of the coefficients of a linear filter
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Properties of uniform consistency of the kernel estimators of density and regression functions under dependence assumptions
• Nonlinear autoregressive processes
• [https://portal.mardi4nfdi.de/wiki/Publication:4743507 Sur la pr�diction non param�trique de variables al�atoires et de mesures al�atoires]

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