A robust nonparametric estimation of the autoregression function under an ergodic hypothesis (Q2714932)
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scientific article; zbMATH DE number 1607411
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| English | A robust nonparametric estimation of the autoregression function under an ergodic hypothesis |
scientific article; zbMATH DE number 1607411 |
Statements
A robust nonparametric estimation of the autoregression function under an ergodic hypothesis (English)
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17 August 2001
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time series prediction
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ergodic processes
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kernel estimate
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martingale difference
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robust prediction
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autoregression functions
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0.8782550096511841
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0.8672072291374207
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0.8257346153259277
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0.8184003233909607
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