Asymptotic normality of residual density estimator in stationary and explosive autoregressive models
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Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 845707 (Why is no real title available?)
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Cited in
(4)- Asymptotic results of error density estimator in nonlinear autoregressive models
- Asymptotic distributions of some robust scale estimators in explosive AR(1) model
- Asymptotic normality of error density estimator in stationary and explosive autoregressive models
- Editorial for the special issue on time series analysis
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