Marginal density estimation for linear processes with cyclical long memory

DOI10.1016/J.SPL.2011.04.010zbMath1218.62085arXiv1012.5278OpenAlexW2087790445MaRDI QIDQ553086

Mohamedou Ould Haye, Anne Philippe

Publication date: 26 July 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1012.5278

zbMATH Keywords

limit theoremempirical processmean integrated squared errorconfidence band

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

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