Publication:4407609
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zbMath1029.62035MaRDI QIDQ4407609
Paul Doukhan, Abdelali Khezour, Gabriel Lang
Publication date: 4 February 2004
kernel density estimator; long-range dependence; kernel regression estimator; noncentral limit theorem
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