Some properties of random stationary sequences with bivariate densities having diagonal expansions and nonparametric estimators based on them*

DOI10.1080/10485250008832806zbMath0944.62084OpenAlexW2083122670MaRDI QIDQ4485015

Jan Mielniczuk

Publication date: 26 September 2000

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250008832806

zbMATH Keywords

time serieslong-range dependenceorthonormal systemmixing coefficientsdiagonal expansions of bivariate densitysubordinate sequence

Mathematics Subject Classification ID

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

Related Items (1)

Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields

Cites Work

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