Nonparametric estimators for varextropy under alpha-mixing condition with appliction in exponential AR(1) model

The goal of this paper is to study the problem of estimation of varextropy function under alpha-mixing dependence condition. We propose nonparametric estimators for varextropy, residual varextropy and  past varextropy. Asymptotic properties of the proposed estimators  are investigated under regularity conditions. Moreover, the comparison of the proposed estimators for varextropy in terms of the bias and mean squared error has been done by Monte Carlo method. Furthermore, a real data example is presented.