Collomb, Gerard; Doukhan, Paul Estimation non paramètrique de la fonction d’autoregression d’un processus stationnaire et phi melangeant: risques quadratiques pour la méthode du noyau. (French) Zbl 0529.62037 C. R. Acad. Sci., Paris, Sér. I 296, 859-862 (1983). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 12 Documents MSC: 62G05 Nonparametric estimation 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) Keywords:stationary phi-mixing process; kernel regression estimates; majorization; quadratic risks; rate of convergence of estimates; autoregressive processes PDFBibTeX XMLCite \textit{G. Collomb} and \textit{P. Doukhan}, C. R. Acad. Sci., Paris, Sér. I 296, 859--862 (1983; Zbl 0529.62037)