Pages that link to "Item:Q893165"

The following pages link to Strong consistency of the distribution estimator in the nonlinear autoregressive time series (Q893165):

Displaying 8 items.

• Glivenko-Cantelli theorem for the kernel error distribution estimator in the first-order autoregressive model (Q1642436) (← links)
• Asymptotic normality of residual density estimator in stationary and explosive autoregressive models (Q2674491) (← links)
• Extended Glivenko–Cantelli Theorem in Nonparametric Regression (Q2931568) (← links)
• STRONG CONSISTENCY AND ASYMPTOTIC NORMALITY OF /1 ESTIMATES OF THE AUTOREGRESSIVE MOVING-AVERAGE MODEL (Q3197164) (← links)
• (Q4839937) (← 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)