On least squares estimation for stable nonlinear AR processes
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Publication:1585890
DOI10.1023/A:1004117906532zbMath0959.62077OpenAlexW2068375288MaRDI QIDQ1585890
Publication date: 2 May 2001
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1004117906532
model selectionlaw of the iterated logarithmmultilayer perceptronleast squares estimationnonlinear AR process
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)
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