Some properties of random stationary sequences with bivariate densities having diagonal expansions and nonparametric estimators based on them*

DOI10.1080/10485250008832806MaRDI QIDQ4485015zbMATH OpenOpenAlexFDO

Authors Jan Mielniczuk

Publication date 26 September 2000

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

Full work available at URL https://doi.org/10.1080/10485250008832806

zbMATH Keywords

time serieslong-range dependencemixing coefficientsorthonormal systemdiagonal expansions of bivariate densitysubordinate sequence

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
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• Nonparametric statistics for stochastic processes
• On Polynomial Expansions of Second-Order Distributions
• On the asymptotic mean integrated squared error of a kernel density estimator for dependent data
• On the expansion of a bivariate distribution and its relationship to the output of a nolinearity
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• The effect of instantaneous nonlinear devices on cross-correlation
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• Two necessary conditions on the representation of bivariate distributions by polynomials
• Weak convergence to fractional brownian motion and to the rosenblatt process

Cited in

(1)

• Macroscaling limit theorems for filtered spatiotemporal random fields

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