Invariance Principle and Berry–Esseen Bound for Error Variance Estimator for Pth-Order Nonlinear Autoregressive Models
The invariance principle and Berry–Esseen bound for an error variance estimator based on the residuals are established by using a Taylor expansion and the classical invariance principle and Berry–Esseen bound for independent random variables. Some examples are given to illustrate their applications....
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-10-01
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| Series: | Axioms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2075-1680/13/11/746 |
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