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Nonparametric discrimination of time series data

✍ Scribed by Rahim Chinipardaz; Trevor Cox


Publisher
Springer
Year
2004
Tongue
English
Weight
304 KB
Volume
59
Category
Article
ISSN
0026-1335

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Nonparametric estimation equations for t
✍ Zongwu Cai πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 264 KB

In this article, the nonparametric version of estimation equations is investigated, which uniΓΏes various statistical methodologies, for both nonlinear discrete and continuous time series data. The weak consistency and asymptotic normality of the resulting estimators are established. Under this gener