Asymptotic normality of the mixture density estimator in a disaggregation scheme
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Publication:3569212
DOI10.1080/10485250903045528zbMath1282.62086arXiv0802.0817OpenAlexW2009644357MaRDI QIDQ3569212
Remigijus Leipus, Dmitrij Celov, Anne Philippe
Publication date: 18 June 2010
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0802.0817
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Economic time series analysis (91B84)
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