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Article: On least squares estimation for nonlinear autoregressive processes | Sur l'estimateur des moindres carrés d'un modèle autorégressif fonctionnel

TitleOn least squares estimation for nonlinear autoregressive processes | Sur l'estimateur des moindres carrés d'un modèle autorégressif fonctionnel
Authors
Issue Date1997
Citation
Comptes Rendus De L'academie Des Sciences - Series I: Mathematics, 1997, v. 324 n. 4, p. 471-474 How to Cite?
AbstractAssuming the stability of a nonlinear autoregressive process, we give simple conditions ensuring strong consistency, asymptotic normality and a law of the iterated logarithm for the least squares estimator. The last result yields an almost sure identification of the true model using a suitably penalized contrast. © 1997 Académie des Sciences/Elsevier, Paris.
Persistent Identifierhttp://hdl.handle.net/10722/172376
ISSN
2003 Impact Factor: 0.573
References

 

DC FieldValueLanguage
dc.contributor.authorMangeas, Men_US
dc.contributor.authorYao, JFen_US
dc.date.accessioned2012-10-30T06:22:12Z-
dc.date.available2012-10-30T06:22:12Z-
dc.date.issued1997en_US
dc.identifier.citationComptes Rendus De L'academie Des Sciences - Series I: Mathematics, 1997, v. 324 n. 4, p. 471-474en_US
dc.identifier.issn0764-4442en_US
dc.identifier.urihttp://hdl.handle.net/10722/172376-
dc.description.abstractAssuming the stability of a nonlinear autoregressive process, we give simple conditions ensuring strong consistency, asymptotic normality and a law of the iterated logarithm for the least squares estimator. The last result yields an almost sure identification of the true model using a suitably penalized contrast. © 1997 Académie des Sciences/Elsevier, Paris.en_US
dc.languageengen_US
dc.relation.ispartofComptes Rendus de l'Academie des Sciences - Series I: Mathematicsen_US
dc.titleOn least squares estimation for nonlinear autoregressive processes | Sur l'estimateur des moindres carrés d'un modèle autorégressif fonctionnelen_US
dc.typeArticleen_US
dc.identifier.emailYao, JF: jeffyao@hku.hken_US
dc.identifier.authorityYao, JF=rp01473en_US
dc.description.naturelink_to_subscribed_fulltexten_US
dc.identifier.scopuseid_2-s2.0-0031065933en_US
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0031065933&selection=ref&src=s&origin=recordpageen_US
dc.identifier.volume324en_US
dc.identifier.issue4en_US
dc.identifier.spage471en_US
dc.identifier.epage474en_US
dc.identifier.scopusauthoridMangeas, M=6508084191en_US
dc.identifier.scopusauthoridYao, JF=7403503451en_US

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