Improved Density Estimators for Invertible Linear Processes (Q3645031)

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Improved Density Estimators for Invertible Linear Processes
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    Improved Density Estimators for Invertible Linear Processes (English)
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    16 November 2009
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    convolution estimator
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    empirical likelihood for dependent data
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    empirical likelihood with infinitely many constraints
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    infinite-order autoregressive process
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    infinite-order moving average process
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    local U-statistic
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    plug-in estimator
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