Recursive Nonparametric Estimation for Time Series

DOI10.1109/TIT.2013.2292813zbMath1364.94236OpenAlexW2064256407MaRDI QIDQ5346129

Xiaohong Chen, Yinxiao Huang, Wei-Biao Wu

Publication date: 8 June 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.2013.2292813

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05) Measures of information, entropy (94A17)

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