Diffusion approximation for nonparametric autoregression

• 1 December 1998
• journal article
• Published by Springer Nature in Probability Theory and Related Fields
• Vol. 112  (4) , 535-543
• https://doi.org/10.1007/s004400050199

Abstract

Keywords

• MODELS
• NONPARAMETRIC AUTOREGRESSION
• STOCHASTIC
• NOISE
• EULER
• ASYMPTOTICALLY
• SCHEME