Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models (Q438679)
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: Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models |
scientific article |
Statements
Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models (English)
0 references
31 July 2012
0 references
kernel density estimation
0 references
nonparametric residuals
0 references
functional autoregressive models
0 references
martingale approach
0 references
multivariate central limit theorem
0 references
0 references
0 references
0 references
0.8450263738632202
0 references
0.8154608607292175
0 references
0.8121022582054138
0 references
0.7884801626205444
0 references
0.7858788371086121
0 references
