Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations

DOI10.1007/BF02674592zbMath0955.62039MaRDI QIDQ1586981

Vjatscheslav Vasiliev, Gennady M. Koshkin

Publication date: 21 November 2000

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/120805

zbMATH Keywords

rate of convergenceasymptotic normalityautoregressive processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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