scientific article; zbMATH DE number 4041110

zbMATH Open0638.62093MaRDI QIDQ3779624FDOQ3779624

Authors: Wenceslao González-Manteiga, Juan Manuel Vilar-Fernández 

Publication date: 1987

Title of this publication is not available (Why is that?)

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zbMATH Keywords

asymptotic normalitysufficient conditionsweak and strong consistencystationary autoregression

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Cited In (14)

• Title not available (Why is that?)
• 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)
• Title not available (Why is that?)
• Parametric estimation in autoregressive processes under quasi-associated random errors
• Nonparametric estimation for an autoregressive model
• On a class of generalized autoregressive processes
• Title not available (Why is that?)
• On model Fitting and estimation of strictly stationary processes
• On an autoregressive model with time-dependent coefficients
• A robust nonparametric estimation of the autoregression function under an ergodic hypothesis
• Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation
• On nonparametric estimation for cross-sectional sampled data under stationarity
• Asymptotic normality of generalized functional estimators dependent on covariables
• Title not available (Why is that?)

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