A robust nonparametric estimation of the autoregression function under an ergodic hypothesis (Q2714932): Difference between revisions
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Revision as of 08:09, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust nonparametric estimation of the autoregression function under an ergodic hypothesis |
scientific article |
Statements
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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