Sequential robust estimation for nonparametric autoregressive models (Q2958401): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W2553921780 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1304.4848 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4840215 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential Adaptive Estimators in Nonparametric Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recursive estimation of a drifted autoregressive parameter. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum likelihood estimation and model selection for locally stationary processes<sup>∗</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Kullback-Leibler information divergence of locally stationary processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical methods with varying coefficient models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5639122 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential nonparametric adaptive estimation of the drift coefficient in diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotically efficient estimates for nonparametric regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive sequential estimation for ergodic diffusion processes in quadratic metric / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3946864 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of the number of observations in the sequential parameter identification of dynamical systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3219515 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On recursive estimation for time varying autoregressive processes / rank
 
Normal rank

Latest revision as of 08:32, 13 July 2024

scientific article
Language Label Description Also known as
English
Sequential robust estimation for nonparametric autoregressive models
scientific article

    Statements

    Sequential robust estimation for nonparametric autoregressive models (English)
    0 references
    1 February 2017
    0 references
    adaptive estimation
    0 references
    nonparametric autoregression
    0 references
    robust efficiency
    0 references
    sequential kernel estimator
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references