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

@@ Property / arXiv ID @@
+.4848
@@ Property / arXiv ID: 1304.4848 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4840215
@@ Property / cites work: Q4840215 / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential Adaptive Estimators in Nonparametric Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Recursive estimation of a drifted autoregressive parameter.
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation and model selection for locally stationary processes<sup>∗</sup>
+Normal rank
@@ Property / cites work @@
+On the Kullback-Leibler information divergence of locally stationary processes
+Normal rank
@@ Property / cites work @@
+Statistical methods with varying coefficient models
+Normal rank
@@ Property / cites work @@
+Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises
+Normal rank
@@ Property / cites work @@
+Q5639122
@@ Property / cites work: Q5639122 / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential nonparametric adaptive estimation of the drift coefficient in diffusion processes
+Normal rank
@@ Property / cites work @@
+Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Asymptotically efficient estimates for nonparametric regression models
+Normal rank
@@ Property / cites work @@
+Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes
+Normal rank
@@ Property / cites work @@
+Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression
+Normal rank
@@ Property / cites work @@
+Adaptive sequential estimation for ergodic diffusion processes in quadratic metric
+Normal rank
@@ Property / cites work @@
+Q3946864
@@ Property / cites work: Q3946864 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of the number of observations in the sequential parameter identification of dynamical systems
+Normal rank
@@ Property / cites work @@
+Q3219515
@@ Property / cites work: Q3219515 / rank @@
+Normal rank
@@ Property / cites work @@
+On recursive estimation for time varying autoregressive processes
+Normal rank