Global property of error density estimation in nonlinear autoregressive time series models
| Year of publication: |
2010
|
|---|---|
| Authors: | Cheng, Fuxia |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 13.2010, 1, p. 43-53
|
| Publisher: |
Springer |
| Subject: | Nonlinear autoregressive model | Residuals | Stationary process | Error density estimation | Global measure | Primary: 62G07 | Secondary: 62G20 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008533935