{"id":"https://openalex.org/W4281988086","doi":"https://doi.org/10.1080/03610918.2022.2076112","title":"Asymptotic normality of error distribution estimator in autoregressive models","display_name":"Asymptotic normality of error distribution estimator in autoregressive models","publication_year":2022,"publication_date":"2022-05-27","ids":{"openalex":"https://openalex.org/W4281988086","doi":"https://doi.org/10.1080/03610918.2022.2076112"},"language":"en","primary_location":{"id":"doi:10.1080/03610918.2022.2076112","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2022.2076112","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5061196464","display_name":"Shipeng Wu","orcid":null},"institutions":[{"id":"https://openalex.org/I143868143","display_name":"Anhui University","ror":"https://ror.org/05th6yx34","country_code":"CN","type":"education","lineage":["https://openalex.org/I143868143"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Shipeng Wu","raw_affiliation_strings":["Center for Applied Mathematics, School of Mathematical Sciences, Anhui University, Hefei, Anhui, China"],"affiliations":[{"raw_affiliation_string":"Center for Applied Mathematics, School of Mathematical Sciences, Anhui University, Hefei, Anhui, China","institution_ids":["https://openalex.org/I143868143"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5030299364","display_name":"Wenzhi Yang","orcid":"https://orcid.org/0000-0003-0487-5974"},"institutions":[{"id":"https://openalex.org/I143868143","display_name":"Anhui University","ror":"https://ror.org/05th6yx34","country_code":"CN","type":"education","lineage":["https://openalex.org/I143868143"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Wenzhi Yang","raw_affiliation_strings":["Center for Applied Mathematics, School of Mathematical Sciences, Anhui University, Hefei, Anhui, China"],"affiliations":[{"raw_affiliation_string":"Center for Applied Mathematics, School of Mathematical Sciences, Anhui University, Hefei, Anhui, China","institution_ids":["https://openalex.org/I143868143"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5056404482","display_name":"Huanshuo Liu","orcid":null},"institutions":[{"id":"https://openalex.org/I143868143","display_name":"Anhui University","ror":"https://ror.org/05th6yx34","country_code":"CN","type":"education","lineage":["https://openalex.org/I143868143"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Huanshuo Liu","raw_affiliation_strings":["Center for Applied Mathematics, School of Mathematical Sciences, Anhui University, Hefei, Anhui, China"],"affiliations":[{"raw_affiliation_string":"Center for Applied Mathematics, School of Mathematical Sciences, Anhui University, Hefei, Anhui, China","institution_ids":["https://openalex.org/I143868143"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100678965","display_name":"Min Gao","orcid":"https://orcid.org/0000-0002-6888-2965"},"institutions":[{"id":"https://openalex.org/I143868143","display_name":"Anhui University","ror":"https://ror.org/05th6yx34","country_code":"CN","type":"education","lineage":["https://openalex.org/I143868143"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Min Gao","raw_affiliation_strings":["Center for Applied Mathematics, School of Mathematical Sciences, Anhui University, Hefei, Anhui, China"],"affiliations":[{"raw_affiliation_string":"Center for Applied Mathematics, School of Mathematical Sciences, Anhui University, Hefei, Anhui, China","institution_ids":["https://openalex.org/I143868143"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5030299364"],"corresponding_institution_ids":["https://openalex.org/I143868143"],"apc_list":null,"apc_paid":null,"fwci":0.1637,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.5007892,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"53","issue":"5","first_page":"2389","last_page":"2405"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9993000030517578,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9993000030517578,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10968","display_name":"Statistical Distribution Estimation and Applications","score":0.9940999746322632,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.8357813954353333},{"id":"https://openalex.org/keywords/asymptotic-distribution","display_name":"Asymptotic distribution","score":0.7907567024230957},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.7283484935760498},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7189396619796753},{"id":"https://openalex.org/keywords/residual","display_name":"Residual","score":0.6403881311416626},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5716402530670166},{"id":"https://openalex.org/keywords/star-model","display_name":"STAR model","score":0.5389344096183777},{"id":"https://openalex.org/keywords/normality","display_name":"Normality","score":0.48461803793907166},{"id":"https://openalex.org/keywords/setar","display_name":"SETAR","score":0.4663151204586029},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.46298208832740784},{"id":"https://openalex.org/keywords/distribution","display_name":"Distribution (mathematics)","score":0.4400857090950012},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.38700324296951294},{"id":"https://openalex.org/keywords/autoregressive-integrated-moving-average","display_name":"Autoregressive integrated moving average","score":0.30314284563064575},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.11792868375778198},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.08559203147888184},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.0855461061000824}],"concepts":[{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.8357813954353333},{"id":"https://openalex.org/C65778772","wikidata":"https://www.wikidata.org/wiki/Q12345341","display_name":"Asymptotic distribution","level":3,"score":0.7907567024230957},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7283484935760498},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7189396619796753},{"id":"https://openalex.org/C155512373","wikidata":"https://www.wikidata.org/wiki/Q287450","display_name":"Residual","level":2,"score":0.6403881311416626},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5716402530670166},{"id":"https://openalex.org/C194657046","wikidata":"https://www.wikidata.org/wiki/Q7394685","display_name":"STAR model","level":4,"score":0.5389344096183777},{"id":"https://openalex.org/C2776157432","wikidata":"https://www.wikidata.org/wiki/Q1375683","display_name":"Normality","level":2,"score":0.48461803793907166},{"id":"https://openalex.org/C30795276","wikidata":"https://www.wikidata.org/wiki/Q7389877","display_name":"SETAR","level":5,"score":0.4663151204586029},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.46298208832740784},{"id":"https://openalex.org/C110121322","wikidata":"https://www.wikidata.org/wiki/Q865811","display_name":"Distribution (mathematics)","level":2,"score":0.4400857090950012},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.38700324296951294},{"id":"https://openalex.org/C24338571","wikidata":"https://www.wikidata.org/wiki/Q2566298","display_name":"Autoregressive integrated moving average","level":3,"score":0.30314284563064575},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.11792868375778198},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.08559203147888184},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.0855461061000824}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/03610918.2022.2076112","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2022.2076112","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G4454302528","display_name":null,"funder_award_id":"2008085MA14","funder_id":"https://openalex.org/F4320334897","funder_display_name":"Natural Science Foundation of Anhui Province"},{"id":"https://openalex.org/G5304765101","display_name":null,"funder_award_id":"11701004","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G6620176974","display_name":null,"funder_award_id":"2108085MA06","funder_id":"https://openalex.org/F4320334897","funder_display_name":"Natural Science Foundation of Anhui Province"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320334897","display_name":"Natural Science Foundation of Anhui Province","ror":null}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":34,"referenced_works":["https://openalex.org/W161122008","https://openalex.org/W571576255","https://openalex.org/W647651731","https://openalex.org/W650078988","https://openalex.org/W1171095641","https://openalex.org/W1576888679","https://openalex.org/W1966695467","https://openalex.org/W2005231410","https://openalex.org/W2006752846","https://openalex.org/W2013002076","https://openalex.org/W2013247744","https://openalex.org/W2016476256","https://openalex.org/W2024267958","https://openalex.org/W2027338839","https://openalex.org/W2029910124","https://openalex.org/W2030080040","https://openalex.org/W2033393690","https://openalex.org/W2044525143","https://openalex.org/W2045039450","https://openalex.org/W2055674909","https://openalex.org/W2058987543","https://openalex.org/W2064411434","https://openalex.org/W2074744352","https://openalex.org/W2087511438","https://openalex.org/W2090708121","https://openalex.org/W2158690611","https://openalex.org/W2761798416","https://openalex.org/W2797270363","https://openalex.org/W3005960233","https://openalex.org/W3121874347","https://openalex.org/W3162570446","https://openalex.org/W4246293990","https://openalex.org/W4256402930","https://openalex.org/W4292963524"],"related_works":["https://openalex.org/W4320078083","https://openalex.org/W2019155478","https://openalex.org/W1988789713","https://openalex.org/W1611117054","https://openalex.org/W1547559323","https://openalex.org/W4238343629","https://openalex.org/W304218021","https://openalex.org/W3123153965","https://openalex.org/W3004904934","https://openalex.org/W4366145459"],"abstract_inverted_index":{"In":[0,52],"this":[1],"article,":[2],"we":[3],"consider":[4],"the":[5,13,41],"asymptotic":[6,31],"distribution":[7,10,36],"of":[8,56],"residual":[9,35],"estimator":[11,37],"in":[12],"first":[14],"order":[15],"autoregressive":[16,42],"models":[17],"with":[18,68],"positively":[19],"associated":[20,23],"or":[21,48],"negatively":[22],"random":[24],"errors.":[25],"Under":[26],"mild":[27],"regularity":[28],"assumptions,":[29],"some":[30,54],"normality":[32],"results":[33],"for":[34],"are":[38,64],"obtained":[39],"when":[40],"model":[43],"is":[44],"a":[45],"stationary":[46],"process":[47],"an":[49],"explosive":[50],"process.":[51],"addition,":[53],"simulations":[55],"estimated":[57],"curves":[58],"and":[59],"mean":[60],"integrated":[61],"square":[62],"errors":[63],"illustrated,":[65],"which":[66],"agree":[67],"our":[69],"theoretical":[70],"results.":[71]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2024,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
