Estimation of autoregressive error distribution with presence of trend

Article (Web of Science), Early Access (Web of Science)

• cited authors: Mei, Jingning; Liu, Rong; Shao, Qin
• publication date: May 16, 2026
• webpage: Web of Science
• published in: STATISTICS Journal
• category: STATISTICS & PROBABILITY Category

keywords

• Autoregression
• Yule-Walker estimator
• cumulative distribution function
• kernel
• simultaneous confidence band