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

被引：3

作者：

Liu, Tianze ^{[1
]}

Zhang, Yong ^{[1
]}

机构：

[1] Jilin Univ, Math Sch, Changchun 130012, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2020年 / 49卷 / 05期

基金：

中国国家自然科学基金;

关键词：

Law of the iterated logarithm; nonlinear autoregressive process; Residuals; Kernel density estimation; L-P-NORMS; ASYMPTOTICS;

D O I：

10.1080/03610926.2018.1554129

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we consider the law of the iterated logarithm for error density estimators in the nonlinear autoregressive models under appropriate assumptions. Moreover we get the law of the iterated logarithm for error density estimators in first-order autoregressive models and threshold models as corollaries.

引用

页码：1082 / 1098

页数：17

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