On some nonparametric estimators for the linear markov scheme

DOI10.1080/03610927808827636zbMATH Open0404.62061OpenAlexW2052232312MaRDI QIDQ4190002FDOQ4190002

Authors: Kamal C. Chanda, R. W. Kulp 

Publication date: 1978

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927808827636

zbMATH Keywords

Asymptotically NormalLeast Squares EstimationNonparametric EstimatorsAsymptotic Relative EfficienciesLinear Markov SchemeRegression ParametersThiel Type Estimators

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Some Limit Theorems for Stationary Processes
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• Strong mixing properties of linear stochastic processes
• Regression and autoregression with infinite variance
• On the Properties of U-Statistics when the Observations are not Independent

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