Estimating the density of the residuals in autoregressive models
type: Item
instance of: scholarly article
title: Estimating the density of the residuals in autoregressive models
zbMATH Open document ID: 0956.62032
DOI: 10.1023/A:1009924821271
author: Eckhard Liebscher
published in: Statistical Inference for Stochastic Processes
publication date: 2001-03-11T00:00:00Z
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1507774
zbMATH Keywords: autoregressive model
zbMATH Keywords: kernel estimator
zbMATH Keywords: residuals
zbMATH Keywords: asymptotic normality
MaRDI profile type: Publication
full work available at URL: a:1009924821271
OpenAlex ID: W1576888679
description: scientific article; zbMATH DE number 1507774