Asymptotics of the Lp-Norms of Density Estimators in the Nonlinear Autoregressive Models

Jie Li

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 22, 4845-4855

Abstract: This article investigates the asymptotic behavior of the error density function in nonlinear autoregressive stationary time series regression models. For any 1 ⩽ p

Date: 2014
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DOI: 10.1080/03610926.2012.724503

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