Plug-in estimators for higher-order transition densities in autoregression (Q5851015)
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scientific article; zbMATH DE number 5660762
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Plug-in estimators for higher-order transition densities in autoregression |
scientific article; zbMATH DE number 5660762 |
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Plug-in estimators for higher-order transition densities in autoregression (English)
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21 January 2010
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empirical likelihood
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Owen estimator
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least dispersed regular estimator
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efficient influence function
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stochastic expansion of residual-based kernel density estimator
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