Pages that link to "Item:Q2958401"
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The following pages link to Sequential robust estimation for nonparametric autoregressive models (Q2958401):
Displaying 6 items.
- Cross validation for locally stationary processes (Q2313282) (← links)
- A truncated estimation method with guaranteed accuracy (Q2434139) (← links)
- Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty (Q5085249) (← links)
- Sequential model selection method for nonparametric autoregression (Q5215360) (← links)
- ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES (Q6145541) (← links)
- Adaptive efficient robust sequential analysis for autoregressive big data models (Q6657544) (← links)
