Asymptotic normality of residual density estimator in stationary and explosive autoregressive models (Q2674491)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic normality of residual density estimator in stationary and explosive autoregressive models |
scientific article; zbMATH DE number 7584284
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic normality of residual density estimator in stationary and explosive autoregressive models |
scientific article; zbMATH DE number 7584284 |
Statements
Asymptotic normality of residual density estimator in stationary and explosive autoregressive models (English)
0 references
14 September 2022
0 references
residual kernel density estimator
0 references
asymptotic distribution
0 references
explosive autoregressive model
0 references
\(\alpha\)-mixing sequence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9359310269355774
0 references
0.8592013120651245
0 references
0.8242037892341614
0 references
0.8237702250480652
0 references
