Nonparametric identification for nonlinear autoregressive time series models: Convergence rates (Q1302278)
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scientific article; zbMATH DE number 1340798
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| English | Nonparametric identification for nonlinear autoregressive time series models: Convergence rates |
scientific article; zbMATH DE number 1340798 |
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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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0.822941780090332
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0.8219559788703918
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0.8120658993721008
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