ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM (Q4012961)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM |
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ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM (English)
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27 September 1992
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adaptive semiparametric estimation
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time series regression model
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disturbances
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autoregression
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nonlinear function
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Nadaraya-Watson nonparametric kernel regression estimator
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least-squares estimate
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asymptotic distribution
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Monte Carlo
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