Asymptotic normality of kernel density estimators under dependence

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

Zu-di Lu

Publication date: 11 April 2002

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

zbMATH Keywords

asymptotic normality; time series; linear processes; kernel density estimators; stable stationary processes

Mathematics Subject Classification ID

62G07: Density estimation

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G20: Asymptotic properties of nonparametric inference

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