Nonparametric estimation for an autoregressive model

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dc.creatorArkoun, Ouerdia
dc.creatorPergamenchtchikov, Serguei
dc.date2008-06-18
dc.date.accessioned2026-07-07T09:45:22Z
dc.date.available2026-07-07T09:45:22Z
dc.descriptionThe 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.
dc.description14 pages
dc.identifierhttps://arxiv.org/abs/0806.3012
dc.identifierhttp://arxiv.org/abs/0806.3012
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/163173
dc.subjectStatistics Theory
dc.titleNonparametric estimation for an autoregressive model
dc.typetext

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