Estimating the innovation distribution in nonlinear autoregressive models
type: Item
instance of: scholarly article
title: Estimating the innovation distribution in nonlinear autoregressive models
zbMATH Open document ID: 1013.62092
DOI: 10.1023/A:1022413700321
author: Anton Schick
author: Wolfgang Wefelmeyer
published in: Annals of the Institute of Statistical Mathematics
publication date: 2003-04-27T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 1901365
zbMATH Keywords: constrained models
zbMATH Keywords: empirical estimators
zbMATH Keywords: influence functions
zbMATH Keywords: Markov chain models
zbMATH Keywords: semiparametric models
MaRDI profile type: Publication
full work available at URL: a:1022413700321
OpenAlex ID: W1517114861
description: scientific article; zbMATH DE number 1901365