Kernel density estimation for linear processes

DOI10.1214/aos/1035844982zbMath1015.62034OpenAlexW2035700404MaRDI QIDQ5917519

Jan Mielniczuk, Wei-Biao Wu

Publication date: 7 August 2003

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1035844982

zbMATH Keywords

linear processeslong range dependencekernel density estimatorsshort-range dependencemartingale central limit theorem

Mathematics Subject Classification ID

Density estimation (62G07) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09) Functional limit theorems; invariance principles (60F17)

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Uses Software

• longmemo

Cites Work

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