ORACALLY EFFICIENT ESTIMATION OF AUTOREGRESSIVE ERROR DISTRIBUTION WITH SIMULTANEOUS CONFIDENCE BAND

Article (Web of Science)

• cited authors: Wang, Jiangyan; Liu, Rung; Cheng, Fuxia; Yang, Lijian
• authors: Liu, Rong
• publication date: April 1, 2014
• webpage: Web of Science
• published in: ANNALS OF STATISTICS Journal

author keyword

• AR(p)
• bandwidth
• error
• kernel
• oracle efficiency
• residual

• category: STATISTICS & PROBABILITY Category
• start page: 654
• end page: 668
• volume: 42
• issue: 2