Asymptotic results of error density estimator in nonlinear autoregressive models (Q6643290)

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scientific article; zbMATH DE number 7949349
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Asymptotic results of error density estimator in nonlinear autoregressive models
scientific article; zbMATH DE number 7949349

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    Asymptotic results of error density estimator in nonlinear autoregressive models (English)
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    26 November 2024
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    nonlinear autoregressive models
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    \( \alpha \)-mixing
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    kernel density estimator
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    asymptotic normality
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    uniform convergence rate
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