Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition

DOI10.1016/S0167-7152(98)00264-8zbMath0949.62040MaRDI QIDQ1292778

Eckhard Liebscher

Publication date: 20 November 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

central limit theoremskernel density estimatorsregression estimatorsalpha-mixing conditionHermite series estimators

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

Related Items

The Berry–Esseen-type bound for the G-M estimator in a nonparametric regression model with α-mixing errors ⋮ Modelling time trend via spline confidence band ⋮ Berry-Esseen bounds for density estimates under NA assumption ⋮ Simulated minimum Hellinger distance estimation of stochastic volatility models ⋮ Kernel density estimator for strong mixing processes ⋮ On kernel estimators of density for reversible Markov chains

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