Asymptotic equivalence of nonparametric autoregression and nonparametric regression

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It is proved that nonparametric autoregression is asymptotically equivalent in the sense of Le Cam's deficiency distance to nonparametric regression with random design as well as with regular nonrandom design.
Published at http://dx.doi.org/10.1214/009053606000000560 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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Statistics Theory, 62B15 (Primary) 62G07, 62G20 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/131237

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0611257
 http://arxiv.org/abs/math/0611257
 Annals of Statistics 2006, Vol. 34, No. 4, 1701-1732
 doi:10.1214/009053606000000560

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