Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models
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Publication:2419671
DOI10.3150/18-BEJ1047zbMath1466.62391arXiv1610.09272OpenAlexW2951975993MaRDI QIDQ2419671
Publication date: 14 June 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.09272
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
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