Nonparametric identification for nonlinear autoregressive time series models: Convergence rates (Q1302278)

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Nonparametric identification for nonlinear autoregressive time series models: Convergence rates
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    Nonparametric identification for nonlinear autoregressive time series models: Convergence rates (English)
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    18 May 2000
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    optimal convergence rates
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    variance of white noise
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    consistency
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    kernel approach
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    nonlinear AR model
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    autoregression function
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