1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.ME2026
A Robbins-Monro algorithm for non-parametric estimation of NAR process with Markov-Switching: asymptotic normality
Lisandro Fermin, Ricardo Rios, Luis-Ángel Rodríguez
This paper is the second part of our study on the non-parametric estimation of MS-NAR processes started with [L. Fermin et al. 2017]. We consider the Nadaraya-Watson type regressio…
math.ST2014★ 1 cited
A Robbins Monro algorithm for nonparametric estimation of NAR process with Markov-Switching: consistency
Lisandro Fermín, Ricardo Ríos, Luis-Angel Rodríguez
We consider nonparametric estimation for functional autoregressive processes with Markov switching. First, we study the case where complete data is available; i.e. when we observe…