A robust nonparametric estimation of the autoregression function under an ergodic hypothesis (Q2714932): Difference between revisions

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Latest revision as of 16:33, 3 June 2024

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A robust nonparametric estimation of the autoregression function under an ergodic hypothesis
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    A robust nonparametric estimation of the autoregression function under an ergodic hypothesis (English)
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    17 August 2001
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    time series prediction
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    ergodic processes
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    kernel estimate
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    martingale difference
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    robust prediction
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    autoregression functions
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