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Nonparametric Identification of Autoregressions - MaRDI portal

Nonparametric Identification of Autoregressions

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Publication:4954383

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DOI10.1137/S0040585X97977069zbMath0990.62082MaRDI QIDQ4954383

V. A. Koshkin, G. M. Vasiliev

Publication date: 6 June 2000

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

prediction probability models kernel density estimators autoregression dependent observations

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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