Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes
نویسندگان
چکیده
Convergence rates and central limit theorems for kernel estimators of the stationary density of a linear process have been obtained under the assumption that the innovation density is smooth (Lipschitz). We show that smoothness is not required. For example, it suffices that the innovation density has bounded variation.
منابع مشابه
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