Pages that link to "Item:Q1361765"

The following pages link to Adaptive estimators for parameters of the autoregression function of a Markov chain (Q1361765):

Displaying 3 items.

• Data-driven smooth tests for the martingale difference hypothesis (Q2445650) (← links)
• Nonparametric estimating equations based on a penalized information criterion (Q4527904) (← links)
• Variance bounds for estimators in autoregressive models with constraints (Q5299492) (← links)