Nonparametric regression on hidden \(\Phi\)-mixing variables: identifiability and consistency of a pseudo-likelihood based estimation procedure (Q520685)
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scientific article
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| English | Nonparametric regression on hidden \(\Phi\)-mixing variables: identifiability and consistency of a pseudo-likelihood based estimation procedure |
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Statements
Nonparametric regression on hidden \(\Phi\)-mixing variables: identifiability and consistency of a pseudo-likelihood based estimation procedure (English)
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5 April 2017
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identifiability
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maximum likelihood
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nonparametric estimation
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state space model
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0.7496721744537354
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0.7418336272239685
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0.7393161058425903
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0.7383450269699097
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