Nonparametric regression on hidden \(\Phi\)-mixing variables: identifiability and consistency of a pseudo-likelihood based estimation procedure (Q520685): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62G08 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G20 / rank | |||
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| Property / zbMATH DE Number: 6701617 / rank | |||
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identifiability | |||
| Property / zbMATH Keywords: identifiability / rank | |||
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maximum likelihood | |||
| Property / zbMATH Keywords: maximum likelihood / rank | |||
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nonparametric estimation | |||
| Property / zbMATH Keywords: nonparametric estimation / rank | |||
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state space model | |||
| Property / zbMATH Keywords: state space model / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / arXiv ID: 1209.0633 / rank | |||
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| links / mardi / name | links / mardi / name | ||
Revision as of 15:57, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric regression on hidden \(\Phi\)-mixing variables: identifiability and consistency of a pseudo-likelihood based estimation procedure |
scientific article |
Statements
Nonparametric regression on hidden \(\Phi\)-mixing variables: identifiability and consistency of a pseudo-likelihood based estimation procedure (English)
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5 April 2017
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identifiability
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maximum likelihood
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nonparametric estimation
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state space model
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