Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models

Lajos Horvath and Ricardas Zitikis

Statistics & Probability Letters, 2003, vol. 65, issue 4, 331-342

Abstract: We demonstrate that, for any 1[less-than-or-equals, slant]p

Keywords: AR(1); processes; Stationary; processes; Residuals; Lp-norms (search for similar items in EconPapers)
Date: 2003
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Journal Article: Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models (2004)
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