Pages that link to "Item:Q625315"

The following pages link to Global property of error density estimation in nonlinear autoregressive time series models (Q625315):

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)
• 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)
• A goodness-of-fit test of the errors in nonlinear autoregressive time series models (Q2475421) (← links)
• Asymptotic normality of residual density estimator in stationary and explosive autoregressive models (Q2674491) (← 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 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)