Plug-in estimators for higher-order transition densities in autoregression (Q5851015): Difference between revisions

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Latest revision as of 09:14, 2 July 2024

scientific article; zbMATH DE number 5660762
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English
Plug-in estimators for higher-order transition densities in autoregression
scientific article; zbMATH DE number 5660762

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    Plug-in estimators for higher-order transition densities in autoregression (English)
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    21 January 2010
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    empirical likelihood
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    Owen estimator
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    least dispersed regular estimator
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    efficient influence function
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    stochastic expansion of residual-based kernel density estimator
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