. H. Akaike, An Approximation to the Limit Theorems For Associated Random Fields and Related Systems, Math., Tokyo, pp.6-127, 1954.

. A. Bulinski and . Shashkin, A, Limit Theorems For Associated Random Fields And Related Systems, Advanced Series on Statistical Science 202 and Applied Probability, p.203
DOI : 10.1142/6555

A. Basu, I. R. Harris, N. L. Hjort, and M. C. Jones, Robust and efficient estimation by minimising a density power divergence, Biometrika, vol.85, issue.3, pp.85-205, 1998.
DOI : 10.1093/biomet/85.3.549

S. Bouzebda and I. Elhattab, Uniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropy. Electronic Journal of Statis- 206 tics, pp.440-459, 2011.

D. Bosq and J. P. Lecoutre, Théorie de l'estimation fonctionnelle. ´ Economie et Statistiques Avancées, Economica, Paris, p.208, 1987.

N. Cressie and T. R. Read, Multinomial goodness of fit tests, J. R. Stat. Soc. Ser. B, pp.46-440464, 1984.

P. Deheuvels, Uniform Limit Laws for Kernel Density Estimators on Possibly Unbounded Intervals, Stat. Ind. Technol, pp.477-492, 2000.
DOI : 10.1007/978-1-4612-1384-0_30

P. Deheuvels and D. M. Mason, General Asymptotic Confidence Bands Based on Kernel-type Function Estimators, Statistical Inference for Stochastic Processes, vol.7, issue.3, pp.211-218, 2004.
DOI : 10.1023/B:SISP.0000049092.55534.af

L. Devroye and L. Gyorfi, Nonparametric density estimation Wiley Series in Probability and Mathematical Statistics: Tracts on Probability 213 and Statistics, The L1 view, p.214, 1985.

L. Devroye and G. Lugosi, Combinatorial methods in density estimation, p.215, 2001.
DOI : 10.1007/978-1-4613-0125-7

U. Einmahl and D. M. Mason, An empirical process approach to the uniform consistency of kernel-type function estimators, J. Theoret

A. Karagrigoriou, K. Mattheou, and F. Vonta, On Asymptotic Properties of AIC Variants with Applications, 14] A. Lynda and F. Hocine. On the stability of the unit root test, pp.220-228, 2010.
DOI : 10.4236/ojs.2011.12012

J. Marriott and P. Newbold, Bayesian comparison of ARIMA and stationary ARMA models, International Statistical Review, vol.3, issue.222, pp.323-336, 1998.

R. A. Maronna, R. D. Martin, V. J. Yohai, K. Mattheou, S. Lee et al., Robust Statistics: Theory and Methods A model selection criterion based on the BHHJ measure of divergence, Asymptotic behaviour and statistical applications of divergence measures 227 in multinomial populations: A unified study, pp.223-224, 1995.
DOI : 10.1002/0470010940

M. L. Menéndez, D. Morales, L. Pardo, and I. Vajda, Testing in stationary models based on f-divergences of observed and theoretical 229 frequencies, Kybernetika, vol.33, pp.465-475, 1997.

M. L. Menéndez, J. A. Pardo, L. Pardo, and M. C. Pardo, )???divergence goodness???of???fit statistics: application to Renyi???s statistic, Kybernetes, vol.26, issue.4, pp.442-452, 1997.
DOI : 10.1108/03684929710176449

D. Morales, L. Pardo, and I. Vajda, Some New Statistics for Testing Hypotheses in Parametric Models, Journal of Multivariate Analysis, vol.62, issue.1, pp.62-137, 1997.
DOI : 10.1006/jmva.1997.1680

T. K. Nayak, On diversity measures based on entropy functions, Owen. Statistical Inference Based on Divergence Measures, pp.234-203, 1985.

. Pardo, 237 [25] E. Parzen. On estimation of a probability density function and mode, Ann. Math. Statist, vol.33, pp.236-1065, 1962.

B. L. Rao, Nonparametric functional estimation. Probability and Mathematical Statistics, p.238

T. R. Read and N. A. Cressie, Goodness of Fit Statistics for Discrete Multivariate Data On measures of entropy and information, Fourth Berkeley Symposium on Mathematical Statistics and Probability, pp.240-241, 1961.

E. Ronchetti, E. Ronchetti, R. G. Staudte, M. Salicru, D. Morales et al., Robust model selection in regression A robust version of Mallows CP On the applications of divergence type measures in testing statistical 245 hypotheses, Stat. Probab. Lett. J. Am. Stat. Assoc Journal of Multivariate Analysis, vol.89, issue.51, pp.372-391, 1956.

K. Zografos, K. Ferentinos, and T. K. Papaioannou, ?-divergence statistics: Sampling properties, multinomial goodness of fit and 248 divergence tests Asymptotic properties of f-divergence statistic and applications in contingency tables, International Journal of Mathe- 250 matics and Statistical Sciences, pp.247-1785, 1990.

K. Zografos, Asymptotic distributions of estimated f-dissimilarity between populations in stratified random sampling, Statistics and 252 Probability Letters, pp.251-147, 1994.
DOI : 10.1016/0167-7152(94)90222-4

K. Zografos, f-Dissimilarity of Several Distributions in Testing Statistical Hypotheses, Annals of the Institute of Statistical Mathematics, vol.50, issue.2, pp.253-50, 1998.
DOI : 10.1023/A:1003443215838