Asymptotic of theLr-norm of density estimators in the autoregressive time series

DOI10.1080/02331880903445162zbMath1283.62081OpenAlexW2028025524MaRDI QIDQ5402589

Zhang, Lixin, Xiao Rong Yang, Ke Ang Fu

Publication date: 14 March 2014

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880903445162

zbMATH Keywords

stationarityconverges in probabilityAR\((p)\)\(L_r\)-norms

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25)

Related Items (1)

Asymptotics of $L_\lambda$ -Norms of ARCH(p) Innovation Density Estimators

Cites Work

• The equivalence of weak, strong, and complete convergence in \(L_ 1\) for kernel density estimates
• Central limit theorems for \(L_ p\)-norms of density estimators
• Nonparameteric estimation in mixing sequences of random variables
• Central limit theorems for \(L_ p\) distances of kernel estimators of densities under random censorship
• The \(L_1\)-norm density estimator process
• Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models.
• On the Bickel-Rosenblatt test for first-order autoregressive models
• On asymptotic properties of bootstrap for AR(1) processes
• Remarks on Some Nonparametric Estimates of a Density Function
• Bootstrapping Unit Root Tests for Autoregressive Time Series

This page was built for publication: Asymptotic of theL_r-norm of density estimators in the autoregressive time series