Nonparametric regression on hidden \(\Phi\)-mixing variables: identifiability and consistency of a pseudo-likelihood based estimation procedure
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Publication:520685
DOI10.3150/15-BEJ767zbMath1380.62168arXiv1209.0633OpenAlexW2963895316MaRDI QIDQ520685
Thierry Dumont, Sylvain Le Corff
Publication date: 5 April 2017
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1209.0633
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Stationary stochastic processes (60G10)
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