Nonparametric estimation for an autoregressive model
Nonparametric estimation for an autoregressive model
The paper deals with the nonparametric estimation problem at a given fixed point for an autoregressive model with unknown distributed noise. Kernel estimate modifications are proposed. Asymptotic minimax and efficiency properties for proposed estimators are shown.
Serguei Pergamenchtchikov、Ouerdia Arkoun
数学
Serguei Pergamenchtchikov,Ouerdia Arkoun.Nonparametric estimation for an autoregressive model[EB/OL].(2008-06-18)[2025-07-09].https://arxiv.org/abs/0806.3012.点此复制
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