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.
| Published in: | Вестник Томского государственного университета. Математика и механика № 2. С. 20-30 |
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| Format: | Article |
| Language: | English |
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| Online Access: | http://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000563217 Перейти в каталог НБ ТГУ |