
Nadaraya-Watson estimation of a nonparametric autoregressive model
Author(s) -
Ben Célestin KOUASSI,
Ouagnina Hili,
Edoh Katchekpele
Publication year - 2021
Publication title -
malaya journal of matematik
Language(s) - English
Resource type - Journals
eISSN - 2321-5666
pISSN - 2319-3786
DOI - 10.26637/mjm904/009
Subject(s) - estimator , asymptotic distribution , watson , autoregressive model , mathematics , mixing (physics) , consistency (knowledge bases) , nonparametric regression , asymptotic analysis , regression function , statistics , nonparametric statistics , strong consistency , econometrics , computer science , artificial intelligence , physics , geometry , quantum mechanics