Pages that link to "Item:Q552027"

The following pages link to Asymptotics of kernel error density estimators in nonlinear autoregressive models (Q552027):

Displaying 6 items.

• Global property of error density estimation in nonlinear autoregressive time series models (Q625315) (← links)
• Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976) (← 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<i>L</i>_<i>p</i>-Norms of Density Estimators in the Nonlinear Autoregressive Models (Q5177587) (← links)
• Asymptotic results of error density estimator in nonlinear autoregressive models (Q6643290) (← links)