Article ID Journal Published Year Pages File Type
1145345 Journal of Multivariate Analysis 2015 7 Pages PDF
Abstract
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.
Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
Authors
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