Global property of error density estimation in nonlinear autoregressive time series models (Q625315): Difference between revisions

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+https://doi.org/10.1007/s11203-009-9036-9
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+W2014800944
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+Weighted sums of certain dependent random variables
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+On some global measures of the deviations of density function estimates
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+Estimation of the Distribution of Noise in an Autoregression Scheme
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+Q3580533
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+A goodness-of-fit test of the errors in nonlinear autoregressive time series models
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+Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models.
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+On conditional least squares estimation for stochastic processes
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+Weighted empirical processes in dynamic nonlinear models.
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+On the Bickel-Rosenblatt test for first-order autoregressive models
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+Estimating the density of the residuals in autoregressive models
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