Asymptotic normality of residual density estimator in stationary and explosive autoregressive models
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Publication:2674491
DOI10.1016/J.CSDA.2022.107549OpenAlexW4283208676MaRDI QIDQ2674491FDOQ2674491
Authors: Min Gao, Wenzhi Yang, Shipeng Wu, Wei Yu 
Publication date: 14 September 2022
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2022.107549
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asymptotic distribution\(\alpha\)-mixing sequenceexplosive autoregressive modelresidual kernel density estimator
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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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