Strong convergence of estimators in nonlinear autoregressive models
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Cited by:
- Kaiyu Liang & Yong Zhang, 2024. "Almost Sure Central Limit Theorem for Error Variance Estimator in Pth-Order Nonlinear Autoregressive Processes," Mathematics, MDPI, vol. 12(10), pages 1-16, May.
- Joseph Ngatchou-Wandji & Madan L. Puri & Michel Harel & Echarif Elharfaoui, 2019. "Testing nonstationary and absolutely regular nonlinear time series models," Statistical Inference for Stochastic Processes, Springer, vol. 22(3), pages 557-593, October.
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Keywords
Nonlinear autoregressive model M-estimators Strong convergence Threshold models;Statistics
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