Sequential Adaptive Estimators in Nonparametric Autoregressive Models

DOI10.1080/07474946.2011.563715zbMath1215.62079arXiv1004.5199MaRDI QIDQ3006707

Ouerdia Arkoun

Publication date: 20 June 2011

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.5199

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62L12: Sequential estimation

Related Items

Sequential model selection method for nonparametric autoregression, Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes, Cross validation for locally stationary processes, A truncated estimation method with guaranteed accuracy, Sequential robust estimation for nonparametric autoregressive models

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