Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Nonparametric regression on hidden phi-mixing variables: identifiability
  and consistency of a pseudo-likelihood based estimation procedure   This paper outlines a new nonparametric estimation procedure for unobserved
phi-mixing processes. It is assumed that the only information on the stationary
hidden states (Xk) is given by the process (Yk), where Yk is a noisy
observation of f(Xk). The paper introduces a maximum pseudo-likelihood
procedure to estimate the function f and the distribution of the hidden states
using blocks of observations of length b. The identifiability of the model is
studied in the particular cases b=1 and b=2. The consistency of the estimators
of f and of the distribution of the hidden states as the number of observations
grows to infinity is established.

33
The categories of this paper are: plasm-ph
9
The categories of this paper are: nlin
25
The categories of this paper are: patt-sol
24
The categories of this paper are: dg-ga
19
The categories of this paper are: eess
35
The categories of this paper are: mtrl-th
6
The categories of this paper are: astro-ph
17
The categories of this paper are: q-fin
32
The categories of this paper are: atom-ph
28
The categories of this paper are: alg-geom
22
The categories of this paper are: chao-dyn
37
The categories of this paper are: supr-con
1
The categories of this paper are: cs
26
The categories of this paper are: bayes-an
10
The categories of this paper are: q-bio
14
The categories of this paper are: math-ph