Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1145345 | Journal of Multivariate Analysis | 2015 | 7 Pages |
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
Fuxia Cheng,