Abstract

In this paper, we consider the law of the iterated logarithm for error density estimators in the nonlinear autoregressive models under appropriate assumptions. Moreover we get the law of the iterated logarithm for error density estimators in first-order autoregressive models and threshold models as corollaries.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call