Varying Kernel Density Estimator for a Positive Time Series

نویسندگان

  • N. Balakrishna
  • Hira L. Koul
چکیده

This paper analyzes the large sample of a varying kernel density estimator of the marginal density of a nonnegative stationary and ergodic time series that is also strongly mixing. In particular we obtain an approximation for bias, mean square error and establish asymptotic normality of this density estimator.

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تاریخ انتشار 2015