Asymptotic normality of kernel density estimators under dependence

DOI10.1023/A:1014652626073zbMath0989.62021OpenAlexW1722815052MaRDI QIDQ5960146

Zu-di Lu

Publication date: 11 April 2002

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1014652626073

zbMATH Keywords

asymptotic normalitytime serieslinear processeskernel density estimatorsstable stationary processes

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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