Strong consistency of the distribution estimator in the nonlinear autoregressive time series

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• 作者：Fuxia Cheng ^{fcheng@ilstu.edu" class="auth_mail" title="E-mail the corresponding author}
• 关键词：60F15 ; 62G20 ; 60G10 ; 60E05
• 刊名：Journal of Multivariate Analysis
• 出版年：2015
• 出版时间：December 2015
• 年：2015
• 卷：142
• 期：Complete
• 页码：41-47
• 全文大小：367 K

文摘

This paper considers the uniform strong consistency of the error cumulative distribution function (CDF) estimator. Under appropriate assumptions, the classical Glivenko–Cantelli Theorem is obtained for the residual based empirical error CDF in the nonlinear autoregressive time series.