Plug-in estimators for higher-order transition densities in autoregression

Author: Schick Anton   Wefelmeyer Wolfgang  

Publisher: Edp Sciences

E-ISSN: 1262-3318|13|issue|135-151

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.13, Iss.issue, 2009-03, pp. : 135-151

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Abstract