Marginal density estimation for linear processes with cyclical long memory
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Abstract: Some convergence results on the kernel density estimator are proven for a class of linear processes with cyclical effects. In particular we extend the results of Ho and Hsing (1996a) and Mielniczuk (1997) to the stationary processes for which the singularities of the spectral density are not limited to the origin. We show that the convergence rates and the limit distribution may be different in this context.
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Cites work
- scientific article; zbMATH DE number 3651578 (Why is no real title available?)
- scientific article; zbMATH DE number 2206036 (Why is no real title available?)
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