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