Asymptotics of kernel error density estimators in nonlinear autoregressive models

被引：0

作者：

Keang Fu

Xiaorong Yang

机构：

[1] Zhejiang University,Department of Mathematics

[2] Zhejiang Gongshang University,School of Statistics and Mathematics

来源：

Journal of Mathematical Chemistry | 2008年 / 44卷

关键词：

Nonlinear autoregressive models; Residuals; Kernel density estimator;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

The limiting distribution of the kernel error estimators in nonlinear autoregressive models is considered. It is shown that, at a fixed point, the distribution of the kernel error density estimator is normal without knowing the nonlinear autoregressive function.

引用

页码：831 / 838

页数：7

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