Asymptotic normality of the mixture density estimator in a disaggregation scheme

DOI10.1080/10485250903045528zbMath1282.62086arXiv0802.0817MaRDI QIDQ3569212

Remigijus Leipus, Anne Philippe, Dmitrij Celov

Publication date: 18 June 2010

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0802.0817

zbMATH Keywords

aggregation; disaggregation; long memory; mixture density; random coefficient \(\mathrm{AR}(1)\)

Mathematics Subject Classification ID

62G07: Density estimation

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G20: Asymptotic properties of nonparametric inference

91B84: Economic time series analysis

Related Items

Asymptotic behavior of weakly dependent aggregated processes, Limit Theorems for Aggregated Linear Processes

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