Improved Density Estimators for Invertible Linear Processes (Q3645031): Difference between revisions

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+https://doi.org/10.1080/03610920902947592
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+W2142979541
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+EMPIRICAL LIKELIHOOD‐BASED KERNEL DENSITY ESTIMATION
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+On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
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+Laws of the iterated logarithm for the local U-statistic process
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+Adjustment by minimum discriminant information
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+Empirical likelihood methods with weakly dependent processes
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+Empirical likelihood ratio confidence intervals for a single functional
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+Q2756704
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+Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process
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+On the estimation of the marginal density of a moving average process
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+Root n consistent and optimal density estimators for moving average processes
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+Root<i>n</i>consistent density estimators for sums of independent random variables
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+Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
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+Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms
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+Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
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+Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes
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+Non-standard behavior of density estimators for sums of squared observations
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+Convergence rates of density estimators for sums of powers of observations
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+A note on kernel density estimation with auxiliary information
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