A note on L1 density estimation for linear processes

DOI10.1111/1467-9892.00056MaRDI QIDQ4351577zbMATH OpenOpenAlexFDO

Authors Somnath Datta

Publication date 14 December 1999

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9892.00056

zbMATH Keywords

\(L_1\) density estimation\(L_1\) optimalkernel estimatorlinear processes

Mathematics Subject Classification ID

Density estimation (62G07) Non-Markovian processes: estimation (62M09)

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(6)

• Square consistency of kernel density estimation for linear process errors
• scientific article; zbMATH DE number 3905694 (Why is no real title available?)
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• Kernel entropy estimation for linear processes
• GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION
• Density estimation for linear processes

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