Asymptotic normality of kernel density estimators under dependence
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Publication:5960146
DOI10.1023/A:1014652626073zbMath0989.62021MaRDI QIDQ5960146
Publication date: 11 April 2002
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
asymptotic normality; time series; linear processes; kernel density estimators; stable stationary processes
62G07: Density estimation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
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