Operational time and in-sample density forecasting

DOI10.1214/16-AOS1486zbMath1371.62031MaRDI QIDQ2012937

Yanyan Li

Publication date: 3 August 2017

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1497319696

zbMATH Keywords

kernel smoothingdensity estimationchain ladderbackfittingin-sample density forecastingoperational time

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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