Asymptotic normality of residual density estimator in stationary and explosive autoregressive models (Q2674491)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normality of residual density estimator in stationary and explosive autoregressive models |
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Asymptotic normality of residual density estimator in stationary and explosive autoregressive models (English)
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14 September 2022
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residual kernel density estimator
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asymptotic distribution
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explosive autoregressive model
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\(\alpha\)-mixing sequence
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