Publication:5691582
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zbMath0865.62064MaRDI QIDQ5691582
Publication date: 14 July 1997
stationarity; limit theorems; kernel density estimation; minimum Hellinger distance estimates; multivariate autoregressive model; existence of moments; EXPARMA model
62G07: Density estimation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
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