非线性自回归模型中误差密度估计器的渐近结果

Pub Date : 2024-02-13 DOI:10.1007/s42952-024-00258-3

Shipeng Wu, Wenzhi Yang, Min Gao, Hongyan Fang

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引用次数: 0

摘要

本文研究了具有混杂误差的非线性自回归模型中误差密度估计器的渐近特性。本文给出了误差密度函数核密度估计器的渐近分布和均匀收敛率。最后，对直方图、置信区间和平均积分平方误差进行了一些模拟说明，这些结果与我们的理论结果一致。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

Asymptotic results of error density estimator in nonlinear autoregressive models

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Asymptotic results of error density estimator in nonlinear autoregressive models

This paper considers the asymptotic properties of the error density estimator in the nonlinear autoregressive models with \(\alpha\)-mixing errors. The asymptotic distribution and uniform convergence rate for the kernel density estimator of error density function are obtained. Last, some simulations of histograms, confidence intervals and mean integrated square errors are illustrated, which agree with our theoretical results.

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