A robust nonparametric estimation of the autoregression function under an ergodic hypothesis (Q2714932): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:14, 3 February 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)
0 references
17 August 2001
0 references
time series prediction
0 references
ergodic processes
0 references
kernel estimate
0 references
martingale difference
0 references
robust prediction
0 references
autoregression functions
0 references
