Kernel Entropy Estimation for Linear Processes

DOI10.1111/jtsa.12286zbMath1392.62105arXiv1712.00196OpenAlexW2963974806MaRDI QIDQ4577084

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Publication date: 11 July 2018

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.00196

zbMATH Keywords

linear processquadratic functionalprojection operatorkernel entropy estimation

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Related Items (3)

Limit theorems for functionals of long memory linear processes with infinite variance ⋮ On the integrated mean squared error of wavelet density estimation for linear processes ⋮ On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations

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