Publication:4407609

zbMath1029.62035MaRDI QIDQ4407609

Paul Doukhan, Abdelali Khezour, Gabriel Lang

Publication date: 4 February 2004

zbMATH Keywords

kernel density estimator; long-range dependence; kernel regression estimator; noncentral limit theorem

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G07: Density estimation

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

62G20: Asymptotic properties of nonparametric inference