Asymptotic equivalence of nonparametric autoregression and nonparametric regression
From MaRDI portal
Publication:449943
DOI10.1214/009053606000000560zbMath1246.62105arXivmath/0611257OpenAlexW4302342522MaRDI QIDQ449943
Michael H. Neumann, I. G. Grama
Publication date: 3 September 2012
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0611257
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Theory of statistical experiments (62B15)
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