Law of the iterated logarithm for error density estimators in nonlinear autoregressive models

DOI10.1080/03610926.2018.1554129MaRDI QIDQ5077358zbMATH OpenOpenAlexWikidataFDO

Authors Tianze Liu, Yong Zhang

Publication date 18 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2018.1554129

zbMATH Keywords

kernel density estimationlaw of the iterated logarithmnonlinear autoregressive processresiduals

Mathematics Subject Classification ID

Strong limit theorems (60F15) Statistics (62-XX) Density estimation (62G07) Nonparametric regression and quantile regression (62G08)

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Cites work

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• The law of iterated logarithm for autoregressive processes
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Cited in

(8)

• The law of iterated logarithm of estimators for partially linear panel data models
• scientific article; zbMATH DE number 1536381 (Why is no real title available?)
• Berry-Esseen bound for error density estimators in nonlinear autoregressive models
• Asymptotic properties of prediction error estimators in approximate system identification
• Law of the logarithm and law of the iterated logarithm for a class of random variables with non-identical distributions
• Asymptotic results of error density estimator in nonlinear autoregressive models
• Asymptotics of the composite quantile regression estimator for nonlinear autoregressive models
• Law of the iterated logarithm for error variance estimator in pth-order non linear autoregressive processes

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