Law of the iterated logarithm for error density estimators in nonlinear autoregressive models-Reference-Cited by-同舟云学术

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Law of the iterated logarithm for error density estimators in nonlinear autoregressive models

Published:2019-01-22 Issue:5 Volume:49 Page:1082-1098
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Liu Tianze¹,Zhang Yong¹

Affiliation:

1. Mathematics School of Jilin University, Changchun, China

Funder

National Natural Science Foundation of China

Science and Technology Development Program of Jilin Province

Science and Technology Program of Jilin Educational Department during the “13th Five-Year” Plan Period

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2018.1554129

Reference21 articles.

1. On Some Global Measures of the Deviations of Density Function Estimates

2. Estimation of the Distribution of Noise in an Autoregression Scheme

3. ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS

4. Global property of error density estimation in nonlinear autoregressive time series models

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Almost Sure Central Limit Theorem for Error Variance Estimator in Pth-Order Nonlinear Autoregressive Processes;Mathematics;2024-05-10

2. Asymptotic results of error density estimator in nonlinear autoregressive models;Journal of the Korean Statistical Society;2024-02-13

3. Law of the logarithm and law of the iterated logarithm for a class of random variables with non-identical distributions;Communications in Statistics - Theory and Methods;2022-04-04

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