Revisiting the estimation of the error density in functional autoregressive models

DOI10.1016/j.jkss.2015.04.005zbMath1327.62242MaRDI QIDQ892893

Bruno Portier, Nadine Hilgert

Publication date: 12 November 2015

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2015.04.005

zbMATH Keywords

kernel density estimation; goodness-of-fit test; functional autoregressive models; multivariate central limit theorem

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G07: Density estimation

Uses Software

• R

Cites Work

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