Nonparametric identification for nonlinear autoregressive time series models: Convergence rates (Q1302278)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Nonparametric identification for nonlinear autoregressive time series models: Convergence rates |
scientific article |
Statements
Nonparametric identification for nonlinear autoregressive time series models: Convergence rates (English)
0 references
18 May 2000
0 references
optimal convergence rates
0 references
variance of white noise
0 references
consistency
0 references
kernel approach
0 references
nonlinear AR model
0 references
autoregression function
0 references