Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models

Nadine Hilgert () and Bruno Portier

Statistical Inference for Stochastic Processes, 2012, vol. 15, issue 2, 105-125

Keywords: Kernel density estimation; Nonparametric residuals; Functional autoregressive models; Martingale approach; Multivariate central limit theorem; 62G07; 62G08; 62G20 (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1007/s11203-012-9065-7 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sistpr:v:15:y:2012:i:2:p:105-125

Ordering information: This journal article can be ordered from
http://www.springer. ... ty/journal/11203/PS2

DOI: 10.1007/s11203-012-9065-7

Access Statistics for this article

Statistical Inference for Stochastic Processes is currently edited by Denis Bosq, Yury A. Kutoyants and Marc Hallin

More articles in Statistical Inference for Stochastic Processes from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().