Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes

DOI10.1016/J.SPL.2006.04.021MaRDI QIDQ2432778zbMATH OpenOpenAlexFDO

Authors Anton Schick, Wolfgang Wefelmeyer

Publication date 25 October 2006

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

Full work available at URL https://doi.org/10.1016/j.spl.2006.04.021

zbMATH Keywords

Lipschitz continuitymartingale approximationsmoothness of convolutions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

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Cites work

• Asymptotic normality of kernel density estimators under dependence
• Convergence rates in density estimation for data from infinite-order moving average processes
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• Kernel density estimation for linear processes
• Kernel density estimation for linear processes
• Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
• On Estimation of a Probability Density Function and Mode
• Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms

Cited in

(14)

• Upper bound of the speed of convergence of moment density estimators for stationary point processes
• The \(L_1\)-norm density estimator process
• A review of uncertainty quantification for density estimation
• On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
• Block bootstrapping for kernel density estimators under {\(\psi\)}-weak dependence
• Convergence rates in weighted L₁ spaces of kernel density estimators for linear processes
• scientific article; zbMATH DE number 4106050 (Why is no real title available?)
• Stationary bootstrap for kernel density estimators under -weak dependence
• Strong convergence of kernel estimators for product densities of absolutely regular point processes
• Plug-in estimators for higher-order transition densities in autoregression
• Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors
• Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes
• Nonparametric density estimation for linear processes with infinite variance
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses

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