Pub. online:1 Jan 1990Type:Research ArticleOpen Access
Volume 1, Issue 2 (1990), pp. 35–52
In the paper a general approach to identification of non-linear autoregression processes in the class of parametric and non-parametric mathematical models is formulated. With the help of mathematical simulation the estimates of the processes of this class are studied: a nuclear estimate, an estimate of least squares projective estimates. Some statistical properties of these estimates are indicated.