Efficient prediction for linear and nonlinear autoregressive models (Q869982)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Efficient prediction for linear and nonlinear autoregressive models |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Efficient prediction for linear and nonlinear autoregressive models |
scientific article |
Statements
Efficient prediction for linear and nonlinear autoregressive models (English)
0 references
12 March 2007
0 references
empirical likelihood
0 references
Owen estimator
0 references
weighted density estimator
0 references
kernel smoothed empirical process
0 references
functional central limit theorem
0 references
Donsker class
0 references
uniformly integrable entropy
0 references
uniformly integrable bracketing entropy, pseudo-observation
0 references
plug-in-estimator
0 references
AR model
0 references
EXPAR model
0 references
SETAR model
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9225227
0 references
0.9021523
0 references
0.89876366
0 references
0.89815116
0 references
0 references
0.89393777
0 references
