scientific article; zbMATH DE number 1944315

MaRDI QIDQ4407609zbMATH OpenFDO

Authors Paul Doukhan, Abdelali Khezour, Gabriel Lang

Publication date 4 February 2004

zbMATH Keywords

kernel density estimatorkernel regression estimatorlong-range dependencenoncentral limit theorem

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(20)

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• On central and non-central limit theorems in density estimation for sequences of long-range dependence
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• On nonparametric prediction of linear processes
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• Delta method for long-range dependent observations
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