The Law of the Iterated Logarithm for the Error Distribution Estimator in First-Order Autoregressive Models

This paper investigates the asymptotic behavior of kernel-based estimators for the error distribution in a first-order autoregressive model with dependent errors. The model assumes that the error terms form an <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semanti...

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Detaylı Bibliyografya
Asıl Yazarlar:	Bing Wang, Yi Jin, Lina Wang, Xiaoping Shi, Wenzhi Yang
Materyal Türü:	Artigo
Dil:	Inglês
Baskı/Yayın Bilgisi:	MDPI AG 2025-10-01
Seri Bilgileri:	Axioms
Konular:	autoregressive model <i>α</i>-mixing sequence kernel estimation law of the iterated logarithm residual-based estimator
Online Erişim:	https://www.mdpi.com/2075-1680/14/11/784
Etiketler:	Etiketle Etiket eklenmemiş, İlk siz ekleyin!

The Law of the Iterated Logarithm for the Error Distribution Estimator in First-Order Autoregressive Models

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