Global property of error density estimation in nonlinear autoregressive time series models
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11203-009-9036-9.pdf
Reference10 articles.
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3. Boldin MV (1982) Estimation of the distribution of noise in an autoregression scheme. Theory Probab Appl 27: 866–871
4. Cheng F (2005) Asymptotic distributions of error density estimators in first-order autoregressive models. Sankyā Indian J Stat 67: 553–567
5. Cheng F, Sun S (2008) A goodness-of-fit test of the errors in nonlinear autoregressive time series models. Stat Probab Lett 78: 50–59
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