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In this paper we obtain root- consistency and functional central limit
theorems in weighted
-spaces for plug-in estimators of the
two-step transition density in the classical stationary linear autoregressive
model of order one, assuming essentially only
that the innovation density has bounded variation.
We also show that plugging in a properly weighted residual-based
kernel estimator for the unknown innovation density
improves on plugging in an unweighted residual-based kernel...
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