Density estimation for linear processes
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Publication:802245
DOI10.1007/BF02481000zbMath0553.62035OpenAlexW2082826110MaRDI QIDQ802245
Publication date: 1983
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02481000
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)
Related Items (15)
On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators ⋮ Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation ⋮ On histograms for linear processes ⋮ Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes ⋮ Efficient density estimation in an AR(1) model ⋮ Convergence rates in density estimation for data from infinite-order moving average processes ⋮ Some automated methods of smoothing time-dependent data ⋮ Kernel density estimation for spatial processes: The \(L_{1}\) theory ⋮ Kernel density estimation for linear processes ⋮ Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes ⋮ Kernel density estimation for linear processes ⋮ GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION ⋮ Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses ⋮ On central and non-central limit theorems in density estimation for sequences of long-range dependence ⋮ Estimators in step regression models
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