Marginal density estimation for linear processes with cyclical long memory

DOI10.1016/j.spl.2011.04.010zbMath1218.62085arXiv1012.5278MaRDI QIDQ553086

Mohamedou Ould Haye, Anne Philippe

Publication date: 26 July 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1012.5278

zbMATH Keywords

limit theorem; empirical process; mean integrated squared error; confidence band

Mathematics Subject Classification ID

62G07: Density estimation

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62M09: Non-Markovian processes: estimation

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