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Property / author: Javier Hidalgo / rank
 
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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1992.tb00094.x / rank
 
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Property / OpenAlex ID: W2075823822 / rank
 
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Latest revision as of 12:00, 16 May 2024

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ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM
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    ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM (English)
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    27 September 1992
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    adaptive semiparametric estimation
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    time series regression model
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    disturbances
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    autoregression
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    nonlinear function
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    Nadaraya-Watson nonparametric kernel regression estimator
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    least-squares estimate
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    asymptotic distribution
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    Monte Carlo
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