Improved Density Estimators for Invertible Linear Processes

DOI10.1080/03610920902947592zbMath1175.62034OpenAlexW2142979541MaRDI QIDQ3645031

Anton Schick, Wolfgang Wefelmeyer

Publication date: 16 November 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920902947592

zbMATH Keywords

plug-in estimatorconvolution estimatorinfinite-order autoregressive processinfinite-order moving average processlocal U-statisticempirical likelihood for dependent dataempirical likelihood with infinitely many constraints

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Functional limit theorems; invariance principles (60F17)

Related Items (4)

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