Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes
From MaRDI portal
Publication:2432778
DOI10.1016/j.spl.2006.04.021zbMath1098.62112OpenAlexW1986392286MaRDI QIDQ2432778
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
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09)
Related Items
On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables, Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence, 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, Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence, Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses, Nonparametric density estimation for linear processes with infinite variance, A review of uncertainty quantification for density estimation, Plug-in estimators for higher-order transition densities in autoregression
Cites Work
- Unnamed Item
- Unnamed Item
- Convergence rates in density estimation for data from infinite-order moving average processes
- Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
- Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms
- On Estimation of a Probability Density Function and Mode
- Kernel density estimation for linear processes
- Kernel density estimation for linear processes
- Asymptotic normality of kernel density estimators under dependence
