Kernel density estimation for linear processes
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- A triangular central limit theorem under a new weak dependence condition
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- Central limit theorem for the empirical process of a linear sequence with long memory
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- Convergence of integrated processes of arbitrary Hermite rank
- Convergence rates in density estimation for data from infinite-order moving average processes
- Density estimation for linear processes
- Density estimation under long-range dependence
- Kernel density estimation for linear processes
- Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
- Limit theorems for functionals of moving averages
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- Noncentral limit theorems and Appell polynomials
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- Nonparametric statistics for stochastic processes
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Cited in
(63)- On the asymptotic normality of kernel density estimators for causal linear random fields
- On linear processes with dependent innovations
- Influence of long memory on the asymptotic behaviour of functional estimators
- Conditional variance estimation in regression models with long memory
- Berry-Esseen bounds for kernel estimates of stationary processes
- On nonparametric ridge estimation for multivariate long-memory processes
- Nonparametric density estimation for a long-range dependent linear process
- Concentration inequalities for empirical processes of linear time series
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- Stationary bootstrap for kernel density estimators under -weak dependence
- A limit theorem for quadratic forms and its applications
- Nonparametric estimation of conditional medians for linear and related processes
- On nonparametric density estimation for multivariate linear long-memory processes
- A note on asymptotic normality of kernel estimation for linear random fields on \(Z^{2}\)
- Recursive generalized gamma kernel density estimation for nonnegative dependent data
- Kink estimation in stochastic regression with dependent errors and predictors
- Asymptotic properties of nonparametric regression for long memory random fields
- Asymptotic normality of kernel type density estimators for random fields
- Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors
- Kernel density estimation for directional-linear data
- Wavelet regression in random design with heteroscedastic dependent errors
- On a class of recursive estimators for spatially dependent observations
- Some results on random design regression with long memory errors and predictors
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- Nonparametric regression for dependent data in the errors-in-variables problem
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
- On the integrated mean squared error of wavelet density estimation for linear processes
- On the Bahadur representation of sample quantiles for dependent sequences
- A new time domain estimation of k-factors GARMA processes
- Nonparametric density estimation for linear processes with infinite variance
- Kernel density estimation for linear processes
- Asymptotic normality of kernel density estimators under dependence
- Minimum Hellinger distance estimation of an ARFIMA process
- Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes
- Local linear spatial regression
- Asymptotic theory for kernel estimators under moderate deviations from a unit root, with an application to the asymptotic size of nonparametric tests
- Kernel Density-Based Linear Regression Estimate
- Simultaneous nonparametric inference of time series
- Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes
- Nonparametric estimation of conditional expectation
- Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes
- Testing for the expected number of exceedances in strongly dependent seasonal time series
- Empirical process of long-range dependent sequences when parameters are estimated
- Block bootstrapping for kernel density estimators under {\(\psi\)}-weak dependence
- Nonparametric quantile regression with heavy-tailed and strongly dependent errors
- Kernel estimation for time series: an asymptotic theory
- B-spline estimation for spatial data
- Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors
- Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes
- Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence
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- Nonparametric deconvolution problem for dependent sequences
- Nonparametric estimation in a nonlinear time-varying generalized regression model with locally stationary covariate and ARCH-errors
- Minimum Hellinger distance estimates for a periodically time-varying long memory parameter
- Asymptotic normality of the Parzen-Rosenblatt density estimator for strongly mixing random fields
- Parametric and nonparametric models and methods in financial econometrics
- On weighted U-statistics for stationary processes.
- How the instability of ranks under long memory affects large-sample inference
- Asymptotic Distributions of Innovation Density Estimators in Linear Processes
- Efficient density estimation in an AR(1) model
- Memory properties of transformations of linear processes
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