Asymptotics of theLp-Norms of Density Estimators in the Nonlinear Autoregressive Models

DOI10.1080/03610926.2012.724503zbMath1308.62076OpenAlexW1983792922MaRDI QIDQ5177587

Jie Li

Publication date: 13 March 2015

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.724503

zbMATH Keywords

kernel density estimatornonlinear autoregressive modelresiduals\(L_{p}\)-norms

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Related Items (1)

Law of the iterated logarithm for error density estimators in nonlinear autoregressive models

Cites Work

• Unnamed Item
• On conditional least squares estimation for stochastic processes
• Weighted empirical processes in dynamic nonlinear models.
• On the Bickel-Rosenblatt test for first-order autoregressive models
• Measure Theory and Probability Theory
• Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models.

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