Nonparametric Estimation for an AutoregressiveModel
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.
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Keywords
nonparametric autoregression , minimax , kernel estimates , nonparametric autoregression , asymptotical efficiency , minimax , kernel estimates , asymptotical efficiencyAuthors
| Name | Organization | |
| Arkoun O. | Ouerdia.Arkoun@etu.univ-rouen.fr | |
| Pergamenchtchikov S. | Serge.Pergamenchtchikov@univ-rouen.fr |
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