Liebscher, Eckhard Towards a unified approach for proving geometric ergodicity and mixing properties of nonlinear autoregressive processes. (English) Zbl 1092.62091 J. Time Ser. Anal. 26, No. 5, 669-689 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 62J02 PDFBibTeX XMLCite \textit{E. Liebscher}, J. Time Ser. Anal. 26, No. 5, 669--689 (2005; Zbl 1092.62091) Full Text: DOI
Liebscher, Eckhard Strong convergence of estimators in nonlinear autoregressive models. (English) Zbl 1026.62088 J. Multivariate Anal. 84, No. 2, 247-261 (2003). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{E. Liebscher}, J. Multivariate Anal. 84, No. 2, 247--261 (2003; Zbl 1026.62088) Full Text: DOI
Liebscher, Eckhard Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition. (English) Zbl 0949.62040 Stat. Probab. Lett. 43, No. 3, 243-250 (1999). MSC: 62G20 60F05 62G07 62E20 PDFBibTeX XMLCite \textit{E. Liebscher}, Stat. Probab. Lett. 43, No. 3, 243--250 (1999; Zbl 0949.62040) Full Text: DOI
Liebscher, Eckhard Convergence of Hermite series density estimators under conditions of weak dependence. (English) Zbl 0905.62036 Statistics 31, No. 3, 191-214 (1998). MSC: 62G07 62G20 PDFBibTeX XMLCite \textit{E. Liebscher}, Statistics 31, No. 3, 191--214 (1998; Zbl 0905.62036) Full Text: DOI
Liebscher, E. Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation. (English) Zbl 0885.62045 Stochastic Processes Appl. 65, No. 1, 69-80 (1996). MSC: 62G07 60F15 62G20 62M09 PDFBibTeX XMLCite \textit{E. Liebscher}, Stochastic Processes Appl. 65, No. 1, 69--80 (1996; Zbl 0885.62045) Full Text: DOI