Asymptotic normality of residual density estimator in stationary and explosive autoregressive models

DOI10.1016/j.csda.2022.107549OpenAlexW4283208676MaRDI QIDQ2674491

Min Gao, Shipeng Wu, Wei Yu, Wenzhi Yang

Publication date: 14 September 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2022.107549

zbMATH Keywords

asymptotic distribution\(\alpha\)-mixing sequenceexplosive autoregressive modelresidual kernel density estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Editorial for the special issue on time series analysis

Cites Work

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