Autoregressive functions estimation in nonlinear bifurcating autoregressive models (Q2412762): Difference between revisions

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Latest revision as of 16:09, 14 July 2024

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Autoregressive functions estimation in nonlinear bifurcating autoregressive models
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    Autoregressive functions estimation in nonlinear bifurcating autoregressive models (English)
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    27 October 2017
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    bifurcating Markov chains
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    binary trees
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    bifurcating autoregressive processes
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    nonparametric estimation
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    Nadaraya-Watson estimator
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    minimax rates of convergence
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    asymptotic normality
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    asymmetry test
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