On least squares estimation for stable nonlinear AR processes
type: Item
instance of: scholarly article
title: On least squares estimation for stable nonlinear AR processes
zbMATH Open document ID: 0959.62077
DOI: 10.1023/A:1004117906532
published in: Annals of the Institute of Statistical Mathematics
publication date: 2001-05-02T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 1529876
zbMATH Keywords: nonlinear AR process
zbMATH Keywords: least squares estimation
zbMATH Keywords: law of the iterated logarithm
zbMATH Keywords: model selection
zbMATH Keywords: multilayer perceptron
author: Jian-Feng Yao
MaRDI profile type: Publication
full work available at URL: a:1004117906532
OpenAlex ID: W2068375288
description: scientific article; zbMATH DE number 1529876