Estimation semi-paramétrique d'un modèle autorégressif stationnaire multiindice non nécessairement causal. (Semi-parametric estimation of a stationary, multi-indexed, non necessarily causal autoregressive process)

Publication date: 1990

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1990__26_1_181_0

zbMATH Keywords

robustness semiparametric estimation deconvolution non-Gaussian systems multidimensional lattice stationary autoregressive process noncausal systems linear fields

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Non-Markovian processes: estimation (62M09) Seismology (including tsunami modeling), earthquakes (86A15) Identification in stochastic control theory (93E12)

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