This paper develops an asymptotic estimation theory for nonlinear autoregressive models with conditionally … consistency and asymptotic normality of the global Gaussian quasi maximum likelihood (QML) estimator are established under … the first results on consistency and asymptotic normality of the QML estimator in nonlinear autoregressive models with …

In this paper we consider the nonparametric estimation for a density and hazard rate function for right censored … estimators, the mean squared error properties, including the rate of convergence, the almost sure consistency and the asymptotic …