Nonparametric density estimation for a long-range dependent linear process
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Publication:5936202
DOI10.1023/A:1017504723799zbMath0978.62029MaRDI QIDQ5936202
Publication date: 4 February 2002
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)
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