Asymptotic normality of nonparametric estimators under -mixing condition

DOI10.1016/S0167-7152(98)00264-8zbMATH Open0949.62040MaRDI QIDQ1292778FDOQ1292778

Authors: Eckhard Liebscher 

Publication date: 20 November 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

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zbMATH Keywords

Hermite series estimatorskernel density estimatorscentral limit theoremsregression estimatorsalpha-mixing condition

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Cites Work

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Cited In (11)

• Modelling time trend via spline confidence band
• Title not available (Why is that?)
• On kernel estimators of density for reversible Markov chains
• Simulated minimum Hellinger distance estimation of stochastic volatility models
• Kernel density estimator for strong mixing processes
• Title not available (Why is that?)
• A Note on Asymptotic Behavior of the Nonparametric Density Estimators in Multivariate Mixtures
• Berry-Esseen bounds for density estimates under NA assumption
• The Berry–Esseen-type bound for the G-M estimator in a nonparametric regression model with α-mixing errors
• Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions
• Asymptotic normality for the estimator of non parametric regression model under ϕ-mixing errors

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