Asymptotic Distributions of Innovation Density Estimators in Linear Processes (Q3526080)

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Asymptotic Distributions of Innovation Density Estimators in Linear Processes
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    Asymptotic Distributions of Innovation Density Estimators in Linear Processes (English)
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    24 September 2008
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    infinite-order autoregressive process
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    infinite-order moving average process
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    kernel density estimation
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    residuals
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