Some properties of random stationary sequences with bivariate densities having diagonal expansions and nonparametric estimators based on them*
From MaRDI portal
Publication:4485015
DOI10.1080/10485250008832806zbMath0944.62084OpenAlexW2083122670MaRDI QIDQ4485015
Publication date: 26 September 2000
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250008832806
time serieslong-range dependenceorthonormal systemmixing coefficientsdiagonal expansions of bivariate densitysubordinate sequence
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Classical diffusion processes and total positivity
- Convergence rates in density estimation for data from infinite-order moving average processes
- Two necessary conditions on the representation of bivariate distributions by polynomials
- Long- and short-range dependent sequences under exponential subordination
- On the asymptotic mean integrated squared error of a kernel density estimator for dependent data
- Central limit theorem by polynomial dependence coefficients
- Total positivity properties of the bivariate diagonal natural exponential families
- Nonparametric statistics for stochastic processes
- Link between grade measures of dependence and of separability in pairs of conditional distributions
- Remarks on functional canonical variates, alternating least squares methods and ACE
- The Structure of Bivariate Distributions
- The effect of instantaneous nonlinear devices on cross-correlation
- On Polynomial Expansions of Second-Order Distributions
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Convergence of integrated processes of arbitrary Hermite rank
- A Diagonal Expansion in Gegenbauer Polynomials for a Class of Second-Order Probability Densities
- On the expansion of a bivariate distribution and its relationship to the output of a nolinearity
This page was built for publication: Some properties of random stationary sequences with bivariate densities having diagonal expansions and nonparametric estimators based on them*
