Central limit theorems for nonparametric estimators with real-time random variables

DOI10.1111/j.1467-9892.2010.00668.xzbMath1226.60033OpenAlexW1554461826MaRDI QIDQ3103188

Tae Yoon Kim, Zhi-Ming Luo

Publication date: 26 November 2011

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2010.00668.x

zbMATH Keywords

central limit theoremnonparametric estimatorsreal-time random variables

Mathematics Subject Classification ID

Density estimation (62G07) Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05)

Related Items

Sharp optimality for regression with real-time data

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