Revisiting the estimation of the error density in functional autoregressive models
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Cites work
- scientific article; zbMATH DE number 976356 (Why is no real title available?)
- scientific article; zbMATH DE number 2148869 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series
- A Test of Linearity for Functional Autoregressive Models
- A goodness-of-fit test of the errors in nonlinear autoregressive time series models
- A goodness-of-fit test of the errors in nonlinear autoregressive time series models with stationary $\alpha$-mixing error terms
- A note on the Bickel\,-\,Rosenblatt test in autoregressive time series
- An updated review of goodness-of-fit tests for regression models
- Asymptotic distributions of error density estimators in first-order autoregressive models
- Combinatorial methods in density estimation
- Consistent nonparametric estimation of error distributions in linear model
- Estimating the density of the residuals in autoregressive models
- Estimation of the density of regression errors
- Global property of error density estimation in nonlinear autoregressive time series models
- Goodness-of-fit test using residuals in infinite-order autoregressive models
- Kernel Density Estimation and Goodness-of-Fit Test in Adaptive Tracking
- Nonlinear Adaptive Tracking Using Kernel Estimators: Estimation and Test for Linearity
- On some global measures of the deviations of density function estimates
- On the Bickel-Rosenblatt test for first-order autoregressive models
- Residuals density estimation in nonparametric regression
- Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models
- Strongly consistent density estimation of the regression residual
- The Kolmogorov-Smirnov, Cramer-von Mises Tests
- Uniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains.
- Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression
Cited in
(4)- Efficiency in multivariate functional nonparametric models with autoregressive errors
- Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models
- Robust depth-based estimation of the functional autoregressive model
- Estimation of a functional single index model with dependent errors and unknown error density
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