Pages that link to "Item:Q2941328"
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The following pages link to A goodness-of-fit test of the errors in nonlinear autoregressive time series models with stationary $\alpha$-mixing error terms (Q2941328):
Displaying 6 items.
- Revisiting the estimation of the error density in functional autoregressive models (Q892893) (← links)
- Testing the functions defining a nonlinear autoregressive time series (Q917203) (← links)
- A goodness-of-fit test of the errors in nonlinear autoregressive time series models (Q2475421) (← links)
- Law of the iterated logarithm for error density estimators in nonlinear autoregressive models (Q5077358) (← links)
- Asymptotic normality of error density estimator in stationary and explosive autoregressive models (Q6542586) (← links)
- Asymptotic results of error density estimator in nonlinear autoregressive models (Q6643290) (← links)