Asymptotics of kernel error density estimators in nonlinear autoregressive models
type: Item
instance of: scholarly article
title: Asymptotics of kernel error density estimators in nonlinear autoregressive models
zbMATH Open document ID: 1217.62131
publication date: 2011-07-21T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 5929892
zbMATH Keywords: nonlinear autoregressive models
zbMATH Keywords: residuals
zbMATH Keywords: kernel density estimator
author: Ke-Ang Fu
author: Xiao Rong Yang
MaRDI profile type: Publication
full work available at URL: s10910-008-9379-2
OpenAlex ID: W2046291712
cites work: Weighted empirical processes in dynamic nonlinear models.
cites work: A weak convergence result useful in robust autoregression
cites work: Weak convergence of randomly weighted dependent residual empiricals with applications to autoregression
cites work: Q3580533
cites work: On conditional least squares estimation for stochastic processes
DOI: 10.1007/S10910-008-9379-2
published in: Journal of Mathematical Chemistry
description: scientific article; zbMATH DE number 5929892