Estimating the Innovation Distribution in Nonlinear Autoregressive Models
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References listed on IDEAS
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- Natalie Neumeyer, 2009. "Smooth Residual Bootstrap for Empirical Processes of Non-parametric Regression Residuals," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(2), pages 204-228.
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KeywordsConstrained model; empirical estimator; influence function; Markov chain model; semiparametric model;
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