Asymptotic normality of error density estimator in stationary and explosive autoregressive models
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Publication:6542586
DOI10.1007/S11766-024-4558-XMaRDI QIDQ6542586FDOQ6542586
Authors: Shipeng Wu, Wenzhi Yang, Min Gao, Shuhe Hu 
Publication date: 22 May 2024
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
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asymptotic distributionassociation sequenceexplosive autoregressive modelsresidual density estimator
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