Pages that link to "Item:Q1580836"

The following pages link to Estimating the density of the residuals in autoregressive models (Q1580836):

Displaying 14 items.

• Asymptotic normality of Powell's kernel estimator (Q421405) (← links)
• Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models (Q438679) (← links)
• Variance estimation in nonlinear autoregressive time series models (Q622460) (← links)
• Global property of error density estimation in nonlinear autoregressive time series models (Q625315) (← links)
• Some developments in semiparametric statistics (Q715787) (← links)
• Revisiting the estimation of the error density in functional autoregressive models (Q892893) (← links)
• Strong consistency of the distribution estimator in the nonlinear autoregressive time series (Q893165) (← links)
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
• A class of random field memory models for mortality forecasting (Q1681090) (← links)
• Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
• Asymptotic normality of residual density estimator in stationary and explosive autoregressive models (Q2674491) (← links)
• Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes (Q5263975) (← links)
• Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes (Q5467622) (← links)
• Asymptotic normality of error density estimator in stationary and explosive autoregressive models (Q6542586) (← links)