On some nonparametric estimators for the linear markov scheme

DOI10.1080/03610927808827636MaRDI QIDQ4190002zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• On the Properties of U-Statistics when the Observations are not Independent
• Regression and autoregression with infinite variance
• Some Limit Theorems for Stationary Processes
• Strong mixing properties of linear stochastic processes

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