Kernel density estimation for linear processes
نویسندگان
چکیده
منابع مشابه
Kernel Density Estimation for Linear Processes by Wei
In this paper we provide a detailed characterization of the asymptotic behavior of kernel density estimators for one-sided linear processes. The conjecture that asymptotic normality for the kernel density estimator holds under short-range dependence is proved under minimal assumptions on bandwidths. We also depict the dichotomous and trichotomous phenomena for various choices of bandwidths when...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2002
ISSN: 0090-5364
DOI: 10.1214/aos/1035844982