On the rate of convergence of empirical distribution functions in \(AR(1)\) models

zbMATH Open0971.62025MaRDI QIDQ2739833

K. B. Selyakov

Publication date: 16 September 2001

Published in: Prykladna Statystyka. Aktuarna ta Finansova Matematyka (Search for Journal in Brave)

zbMATH Keywords

autoregressionnonparametric estimationresidual distributionuniform confidence intervals

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

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