Pages that link to "Item:Q5177587"
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The following pages link to Asymptotics of the<i>L</i><sub><i>p</i></sub>-Norms of Density Estimators in the Nonlinear Autoregressive Models (Q5177587):
Displaying 11 items.
- Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models (Q438679) (← links)
- Asymptotics of kernel error density estimators in nonlinear autoregressive models (Q552027) (← links)
- Global property of error density estimation in nonlinear autoregressive time series models (Q625315) (← links)
- Asymptotics for L2-norm of ARCH innovation density estimator (Q719475) (← links)
- Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. (Q1423022) (← links)
- Large bandwidth asymptotics for Nadaraya-Watson auto-regression estimator (Q2510031) (← links)
- (Q4545631) (← links)
- Berry-Esseen bound for error density estimators in nonlinear autoregressive models (Q4995961) (← links)
- Law of the iterated logarithm for error density estimators in nonlinear autoregressive models (Q5077358) (← links)
- Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. (Q5967098) (← links)
- Asymptotic results of error density estimator in nonlinear autoregressive models (Q6643290) (← links)
