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Vestnik Tomskogo Gosudarstvennogo Universiteta. Matematika i Mekhanika, 2008, Number 2(3), Pages 20–30 (Mi vtgu95)  
This article is cited in 1 scientific paper (total in 1 paper)

MATHEMATICS

Nonparametric Estimation for an Autoregressive Model

O. Arkounab, S. M. Pergamenshchikovab

a Université de Rouen
b Laboratoire de Mathematiques Raphael Salem
Full-text PDF (1488 kB) Citations (1)
Abstract: 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.
Keywords: asymptotical efficiency, kernel estimates, minimax, nonparametric autoregression.

Accepted: June 4, 2008
Document Type: Article
UDC: 519.2
MSC: Primary 62G07, 62G08; Secondary 62G20
Language: English
Citation: O. Arkoun, S. M. Pergamenshchikov, “Nonparametric Estimation for an Autoregressive Model”, Vestn. Tomsk. Gos. Univ. Mat. Mekh., 2008, no. 2(3), 20–30
Citation in format AMSBIB
\Bibitem{ArkPer08}
\by O.~Arkoun, S.~M.~Pergamenshchikov
\paper Nonparametric Estimation for an Autoregressive Model
\jour Vestn. Tomsk. Gos. Univ. Mat. Mekh.
\yr 2008
\issue 2(3)
\pages 20--30
\mathnet{http://mi.mathnet.ru/vtgu95}
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  • https://www.mathnet.ru/eng/vtgu/y2008/i2/p20
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Вестник Томского государственного университета. Математика и механика
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