@article{PS_2009__13__135_0, author = {Schick, Anton and Wefelmeyer, Wolfgang}, title = {Plug-in estimators for higher-order transition densities in autoregression}, journal = {ESAIM: Probability and Statistics}, pages = {135--151}, publisher = {EDP-Sciences}, volume = {13}, year = {2009}, doi = {10.1051/ps:2008001}, mrnumber = {2502027}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ps:2008001/} }