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20042025
most citedThe tail of the stationary distribution of a random coefficient AR(q) model

64 citations · 113 across the 17 of their papers we have counts for

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math.ST2013

Sequential robust efficient estimation for nonparametric autoregressive models

Ouerdia Arkoun, Serguei Pergamenchtchikov

We construct efficient robust truncated sequential estimators for the pointwise estimation problem in nonparametric autoregression models with smooth coefficients. For Gaussian mod…