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)

MaRDI QIDQ2640294zbMATH OpenFDO

Authors Elisabeth Gassiat

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, https://eudml.org/doc/77370

zbMATH Keywords

deconvolutionlinear fieldsmultidimensional latticenon-Gaussian systemsnoncausal systemsrobustnesssemiparametric estimationstationary autoregressive process

Mathematics Subject Classification ID

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

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