A robust nonparametric estimation of the autoregression function under an ergodic hypothesis

Canadian Journal of Statistics

Volumn 28, Issue 4, 2000, Pages 817-828

  Laïb, Naâmane ^a   Ould Saïd, Elias ^b  

^a SORBONNE UNIVERSITÉ   (France)

^b UNIVERSITÉ DU LITTORAL CÔTE D OPALE   (France)

Author keywords

Autoregression function; Ergodic processes; Kernel estimate; Martingale difference; Regression function; Robust prediction

Indexed keywords

EID: 0039550290     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.2307/3315918     Document Type: Article

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