Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models
| Year of publication: |
2012
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|---|---|
| Authors: | Hilgert, Nadine ; Portier, Bruno |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 15.2012, 2, p. 105-125
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| Publisher: |
Springer |
| Subject: | Kernel density estimation | Nonparametric residuals | Functional autoregressive models | Martingale approach | Multivariate central limit theorem |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010556972