Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes (Q623492)
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English | Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes |
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Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes (English)
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5 February 2011
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kernel estimator
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plug-in estimator
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tightness criteria
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functional limit theorem
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infinite-order moving average process
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infinite-order autoregressive process
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