scientific article

zbMath1193.62017MaRDI QIDQ3580533

Fuxia Cheng

Publication date: 13 August 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

kernel density estimationresiduals\(AR(1)\) process

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (11)

Glivenko-Cantelli theorem for the kernel error distribution estimator in the first-order autoregressive model ⋮ Law of the iterated logarithm for error density estimators in nonlinear autoregressive models ⋮ Asymptotic normality of residual density estimator in stationary and explosive autoregressive models ⋮ Revisiting the estimation of the error density in functional autoregressive models ⋮ Global property of error density estimation in nonlinear autoregressive time series models ⋮ Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models ⋮ Convergence in distribution for the sup-norm of a kernel density estimator for GARCH inno\-va\-tions ⋮ Empirical likelihood inference for error density estimators in first-order autoregression models ⋮ Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band ⋮ Asymptotics of kernel error density estimators in nonlinear autoregressive models ⋮ Improved density and distribution function estimation

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