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Glivenko-Cantelli theorem for the kernel error distribution estimator in the first-order autoregressive model - MaRDI portal

Glivenko-Cantelli theorem for the kernel error distribution estimator in the first-order autoregressive model (Q1642436)

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scientific article; zbMATH DE number 6892202
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English
Glivenko-Cantelli theorem for the kernel error distribution estimator in the first-order autoregressive model
scientific article; zbMATH DE number 6892202

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    Glivenko-Cantelli theorem for the kernel error distribution estimator in the first-order autoregressive model (English)
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    20 June 2018
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    kernel estimator
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    Glivenko-Cantelli theorem
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    CDF
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    residuals
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    autoregressive models
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