Pages that link to "Item:Q5967098"
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The following pages link to Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. (Q5967098):
Displayed 4 items.
- Global property of error density estimation in nonlinear autoregressive time series models (Q625315) (← links)
- Glivenko-Cantelli theorem for the kernel error distribution estimator in the first-order autoregressive model (Q1642436) (← links)
- Empirical likelihood inference for error density estimators in first-order autoregression models (Q5160179) (← links)
- Asymptotics of the<i>L</i><sub><i>p</i></sub>-Norms of Density Estimators in the Nonlinear Autoregressive Models (Q5177587) (← links)