Pages that link to "Item:Q2475421"
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The following pages link to A goodness-of-fit test of the errors in nonlinear autoregressive time series models (Q2475421):
Displaying 11 items.
- Variance estimation in nonlinear autoregressive time series models (Q622460) (← links)
- Global property of error density estimation in nonlinear autoregressive time series models (Q625315) (← links)
- Estimating the error distribution in semiparametric transformation models (Q888235) (← links)
- Revisiting the estimation of the error density in functional autoregressive models (Q892893) (← links)
- Strong consistency of the distribution estimator in the nonlinear autoregressive time series (Q893165) (← links)
- Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density (Q1615104) (← links)
- Estimation of the error density in a semiparametric transformation model (Q2255164) (← links)
- Asymptotic normality of residual density estimator in stationary and explosive autoregressive models (Q2674491) (← links)
- An analog of Bickel-Rosenblatt test for fitting an error density in the two phase linear regression model (Q2682346) (← links)
- Law of the iterated logarithm for error density estimators in nonlinear autoregressive models (Q5077358) (← links)
- Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density (Q5861535) (← links)
