Consider linear regression model and autoregressive model of order q where errors in the linear regression model and innovations in the autoregression model are independent and symmetrically distributed. Hira L. Koul (1986) <DOI:10.1214/aos/1176350059> proposed a nonparametric minimum distance estimation method by minimizing L2-type distance between certain weighted residual empirical processes. He also proposed a simpler version of the loss function by using symmetry of the integrating measure ...