This work traces the evolution of Kunchenko stochastic polynomials as a semiparametric methodology for non-Gaussian estimation, linking them formally to Volterra series while outlining the school's dissertations, collaborations, and an R package.
Semi-parametric estimation of the change-point of parameters of non-Gaussian sequences by polynomial maximization method // AISC, vol
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.ME 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
From Volterra Series to Kunchenko Stochastic Polynomials: Half a Century of Non-Gaussian Estimation Methodology
This work traces the evolution of Kunchenko stochastic polynomials as a semiparametric methodology for non-Gaussian estimation, linking them formally to Volterra series while outlining the school's dissertations, collaborations, and an R package.