On Least Squares Estimation for Stable Nonlinear AR Processes

Jian-Feng Yao

Annals of the Institute of Statistical Mathematics, 2000, vol. 52, issue 2, 316-331

Keywords: Nonlinear AR process; least squares estimation; law of the iterated logarithm; model selection; multilayer perception (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1023/A:1004117906532

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