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

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scientific article; zbMATH DE number 5346377
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    Asymptotic Distributions of Innovation Density Estimators in Linear Processes
    scientific article; zbMATH DE number 5346377

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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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