Efficient prediction for linear and nonlinear autoregressive models (Q869982): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:26, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient prediction for linear and nonlinear autoregressive models |
scientific article |
Statements
Efficient prediction for linear and nonlinear autoregressive models (English)
0 references
12 March 2007
0 references
empirical likelihood
0 references
Owen estimator
0 references
weighted density estimator
0 references
kernel smoothed empirical process
0 references
functional central limit theorem
0 references
Donsker class
0 references
uniformly integrable entropy
0 references
uniformly integrable bracketing entropy, pseudo-observation
0 references
plug-in-estimator
0 references
AR model
0 references
EXPAR model
0 references
SETAR model
0 references
