ON THE CONSISTENCY AND FINITE-SAMPLE PROPERTIES OF NONPARAMETRIC KERNEL TIME-SERIES REGRESSION, AUTOREGRESSION AND DENSITY ESTIMATORS

被引：31

作者：

ROBINSON, PM ^{[1
]}

机构：

[1] UNIV LONDON LONDON SCH ECON & POLIT SCI,LONDON WC2A 2AE,ENGLAND

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1986年 / 38卷 / 03期

关键词：

D O I：

10.1007/BF02482541

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：539 / 549

页数：11

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