Pages that link to "Item:Q625315"
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The following pages link to Global property of error density estimation in nonlinear autoregressive time series models (Q625315):
Displayed 5 items.
- Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models (Q438679) (← 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)
- Asymptotic normality of residual density estimator in stationary and explosive autoregressive models (Q2674491) (← links)
- Law of the iterated logarithm for error density estimators in nonlinear autoregressive models (Q5077358) (← links)