A comparative study of two convolution-type estimators of the marginal density of moving average processes

DOI10.1007/s001800050021zbMath0941.62038OpenAlexW3124788762MaRDI QIDQ1979101

Yanyan Li

Publication date: 24 May 2000

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001800050021

zbMATH Keywords

kernel estimatorstime seriesmean integrated squared errorsmoothing parameter

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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