Marginal density estimation for linear processes with cyclical long memory
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Publication:553086
DOI10.1016/j.spl.2011.04.010zbMath1218.62085arXiv1012.5278MaRDI 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
62G07: Density estimation
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
62M09: Non-Markovian processes: estimation
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