Berry-Esseen bounds for kernel estimates of stationary processes

DOI10.1016/j.jspi.2010.09.029zbMath1206.62060OpenAlexW2010251413MaRDI QIDQ619800

Chu Huang, Han Chao Wang, Zhang, Lixin

Publication date: 18 January 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.09.029

zbMATH Keywords

physical dependence measure

Mathematics Subject Classification ID

Density estimation (62G07) Non-Markovian processes: estimation (62M09)

Related Items (4)

On the asymptotic normality of kernel density estimators for causal linear random fields ⋮ Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields ⋮ Normal approximations for wavelet coefficients on spherical Poisson fields ⋮ On the rates of asymptotic normality for Bernstein polynomial estimators in a triangular array

Cites Work

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• Berry-Esseen bounds for density estimates under NA assumption
• Simultaneous nonparametric inference of time series
• Asymptotic normality of regression estimators with long memory errors
• Remarks on Some Nonparametric Estimates of a Density Function
• Berry-esseen bound for the kaplan-meier estimator
• Limit theorems for iterated random functions
• Nonlinear system theory: Another look at dependence
• Kernel density estimation for linear processes

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