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Latest revision as of 14:47, 25 June 2024

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Efficient prediction for linear and nonlinear autoregressive models
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    Efficient prediction for linear and nonlinear autoregressive models (English)
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    12 March 2007
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    empirical likelihood
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    Owen estimator
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    weighted density estimator
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    kernel smoothed empirical process
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    functional central limit theorem
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    Donsker class
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    uniformly integrable entropy
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    uniformly integrable bracketing entropy, pseudo-observation
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    plug-in-estimator
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    AR model
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    EXPAR model
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    SETAR model
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