Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models (Q438679): Difference between revisions

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Latest revision as of 11:51, 5 July 2024

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Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models
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    Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models (English)
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    31 July 2012
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    kernel density estimation
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    nonparametric residuals
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    functional autoregressive models
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    martingale approach
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    multivariate central limit theorem
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