Asymptotic results of error density estimator in nonlinear autoregressive models

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

Cites Work

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Asymptotics of kernel error density estimators in nonlinear autoregressive models
Global property of error density estimation in nonlinear autoregressive time series models
Strong consistency of the distribution estimator in the nonlinear autoregressive time series
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Nonlinear Regression with Dependent Observations
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Threshold Autoregression with a Unit Root
Law of the iterated logarithm for error density estimators in nonlinear autoregressive models
Asymptotics of theL_p-Norms of Density Estimators in the Nonlinear Autoregressive Models

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