Autoregressive coefficient estimation in nonparametric analysis

Article (Web of Science)

• cited authors: Shao, Q.; Yang, L. J.
• authors: Shao, Qin
• publication date: November 1, 2011
• webpage: Web of Science
• published in: JOURNAL OF TIME SERIES ANALYSIS Journal

author keyword

• Autoregressive time series
• B-splines
• Yule-Walker estimator

• category: STATISTICS & PROBABILITY Category
• start page: 587
• end page: 597
• volume: 32
• issue: 6