Pages that link to "Item:Q1423022"
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The following pages link to Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. (Q1423022):
Displaying 8 items.
- Asymptotic normality of residual density estimator in stationary and explosive autoregressive models (Q2674491) (← links)
- On the weak convergence of kernel density estimators in<i>L</i><sup><i>p</i></sup>spaces (Q2934400) (← links)
- TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS (Q3409062) (← links)
- Law of the iterated logarithm for error density estimators in nonlinear autoregressive models (Q5077358) (← links)
- Asymptotics of $L_\lambda$ -Norms of ARCH(p) Innovation Density Estimators (Q5167875) (← links)
- On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes (Q5228346) (← links)
- Asymptotic of the<i>L</i><sub><i>r</i></sub>-norm of density estimators in the autoregressive time series (Q5402589) (← links)
- Asymptotic normality of error density estimator in stationary and explosive autoregressive models (Q6542586) (← links)
