GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION

DOI10.1111/j.1467-9892.1990.tb00051.xzbMath0719.62049MaRDI QIDQ5751767

Kamal C. Chanda, Frits H. Ruymgaart

Publication date: 1990

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1990.tb00051.x

zbMATH Keywords

mode estimation; empirical process; density estimation; stationary linear process; m-dependent random vectors; maximal inequalities for local fluctuations

Mathematics Subject Classification ID

62G07: Density estimation

62G05: Nonparametric estimation

60G10: Stationary stochastic processes

Related Items

Some stochastic inequalities and asymptotic normality of serial rank statistics in general linear processes, Curve estimation for \(m_ n\)-decomposable time series including bilinear processes, Some asymptotic results for a broad class of nonparametric statistics, Empirical U-statistics processes, Nonparametric prediction for random fields, Conditional empirical, quantile and difference processes for a large class of time series with applications, Asymptotic behavior of \(L\)-statistics for a large class of time series, Limit theorems for functionals of moving averages, Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series, On the asymptotic expansion of the empirical process of long-memory moving averages, On histograms for linear processes, A triangular central limit theorem under a new weak dependence condition

Cites Work

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