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.

Bibliographic Details
Published in:	Вестник Томского государственного университета. Математика и механика № 2. С. 20-30
Main Author:	Arkoun, O.
Other Authors:	Pergamenshchikov, Serguei M.
Format:	Article
Language:	English
Subjects:	непараметрическое оценивание модели авторегрессии асимптотическая эффективность асимптотическая минимаксная эффективность статьи в журналах
Online Access:	http://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000563217 Перейти в каталог НБ ТГУ

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