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Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models

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  • Horváth, Lajos
  • Zitikis, Ricardas

Abstract

We demonstrate that, for any 1[less-than-or-equals, slant]p

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  • Horváth, Lajos & Zitikis, Ricardas, 2004. "Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models," Statistics & Probability Letters, Elsevier, vol. 66(2), pages 91-103, January.
    • Handle: RePEc:eee:stapro:v:66:y:2004:i:2:p:91-103
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    References listed on IDEAS

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    1. Lee, Sangyeol & Na, Seongryong, 2002. "On the Bickel-Rosenblatt test for first-order autoregressive models," Statistics & Probability Letters, Elsevier, vol. 56(1), pages 23-35, January.
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    Cited by:

    1. Gao, Min & Yang, Wenzhi & Wu, Shipeng & Yu, Wei, 2022. "Asymptotic normality of residual density estimator in stationary and explosive autoregressive models," Computational Statistics & Data Analysis, Elsevier, vol. 175(C).
    2. Cheng, Fuxia, 2018. "Glivenko–Cantelli Theorem for the kernel error distribution estimator in the first-order autoregressive model," Statistics & Probability Letters, Elsevier, vol. 139(C), pages 95-102.

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