Estimation of Nonparametric Autoregressive Time Series Models Under Dynamical Constraints

DOI10.1111/J.1467-9892.2004.00407.XMaRDI QIDQ5467608zbMATH OpenOpenAlexFDO

Authors Rolando Biscay, Carenne Ludeña, M. Lavielle

Publication date 24 May 2006

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.2004.00407.x

zbMATH Keywords

consistencycyclequadratic regularization

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

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Cited in

(5)

• Jfon parametric time series analysis and prediction: uniform almost sure convergence of the window and jt-nn autoregression estimates
• scientific article; zbMATH DE number 4041110 (Why is no real title available?)
• scientific article; zbMATH DE number 1782386 (Why is no real title available?)
• Autoregressive approximations to nonstationary time series with inference and applications
• Periodic time-series modeling of environmental proxy records with guaranteed positive growth rate estimation

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