Estimation of Nonparametric Autoregressive Time Series Models Under Dynamical Constraints
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Publication:5467608
DOI10.1111/j.1467-9892.2004.00407.xzbMath1091.62026OpenAlexW3124214785MaRDI QIDQ5467608
R. J. Biscay, Carenne Ludeña, Marc Lavielle
Publication date: 24 May 2006
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2004.00407.x
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Cites Work
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- Mixing: Properties and examples
- Nonlinear EEG analysis based on a neural mass model
- Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection
- Nonlinear time series modelling with the radial basis function-based state-dependent autoregressive model
- Asymptotics for wavelet based estimates of piecewise smooth regression for stationary time series
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