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Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data.

Remigijus LeipusAnne PhilippeVytaute PilipauskaiteDonatas Surgailis
Published in: J. Multivar. Anal. (2017)
Keyphrases
  • image data
  • autoregressive
  • non stationary
  • probability distribution
  • nonparametric estimation
  • data points