Asymptotic Distributions of Innovation Density Estimators in Linear Processes (Q3526080)
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scientific article; zbMATH DE number 5346377
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| English | Asymptotic Distributions of Innovation Density Estimators in Linear Processes |
scientific article; zbMATH DE number 5346377 |
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Asymptotic Distributions of Innovation Density Estimators in Linear Processes (English)
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24 September 2008
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infinite-order autoregressive process
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infinite-order moving average process
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kernel density estimation
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residuals
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0.8365301489830017
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0.8299928903579712
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0.8246517181396484
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0.8214991688728333
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0.8177877068519592
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