On minimax identification of nonparametric autoregressive models
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Publication:1964758
DOI10.1007/PL00008721zbMath0953.62083MaRDI QIDQ1964758
Bernard Delyon, Anatoli B. Juditsky
Publication date: 29 January 2001
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05)
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