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

DOI10.1080/10485250008832806zbMATH Open0944.62084OpenAlexW2083122670MaRDI QIDQ4485015FDOQ4485015

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

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time series long-range dependence mixing coefficients orthonormal system diagonal expansions of bivariate density subordinate sequence

Mathematics Subject Classification ID

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

Cites Work

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Title not available (Why is that?)
Weak convergence to fractional brownian motion and to the rosenblatt process
Convergence of integrated processes of arbitrary Hermite rank
Nonparametric statistics for stochastic processes
The Structure of Bivariate Distributions
Long- and short-range dependent sequences under exponential subordination
Two necessary conditions on the representation of bivariate distributions by polynomials
Remarks on functional canonical variates, alternating least squares methods and ACE
Classical diffusion processes and total positivity
On the asymptotic mean integrated squared error of a kernel density estimator for dependent data
Convergence rates in density estimation for data from infinite-order moving average processes
Total positivity properties of the bivariate diagonal natural exponential families
On Polynomial Expansions of Second-Order Distributions
A Diagonal Expansion in Gegenbauer Polynomials for a Class of Second-Order Probability Densities
On the expansion of a bivariate distribution and its relationship to the output of a nolinearity
The effect of instantaneous nonlinear devices on cross-correlation
Link between grade measures of dependence and of separability in pairs of conditional distributions
Central limit theorem by polynomial dependence coefficients

Cited In (1)

Macroscaling limit theorems for filtered spatiotemporal random fields

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