Efficient prediction for linear and nonlinear autoregressive models (Q869982)
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scientific article; zbMATH DE number 5132694
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| default for all languages | No label defined |
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| English | Efficient prediction for linear and nonlinear autoregressive models |
scientific article; zbMATH DE number 5132694 |
Statements
Efficient prediction for linear and nonlinear autoregressive models (English)
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12 March 2007
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empirical likelihood
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Owen estimator
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weighted density estimator
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kernel smoothed empirical process
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functional central limit theorem
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Donsker class
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uniformly integrable entropy
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uniformly integrable bracketing entropy, pseudo-observation
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plug-in-estimator
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AR model
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EXPAR model
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SETAR model
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0.9225227
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0.9021523
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0.89876366
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0.89815116
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0.89393777
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