Root-n consistency in weighted L _1-spaces for density estimators of invertible linear processes
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Publication:623492
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Cites work
- scientific article; zbMATH DE number 49190 (Why is no real title available?)
- scientific article; zbMATH DE number 2135448 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A triangular central limit theorem under a new weak dependence condition
- Asymptotic normality of kernel density estimators under dependence
- Convergence rates in density estimation for data from infinite-order moving average processes
- Density estimation for linear processes
- Density estimation for spatial linear processes
- Estimating Densities of Functions of Observations
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
- Kernel density estimation for linear processes
- Kernel density estimation for linear processes
- Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
- Laws of the iterated logarithm for the local U-statistic process
- Nonparametric density estimation for a long-range dependent linear process
- On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
- On the estimation of the marginal density of a moving average process
- Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes
- Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process
- Root n consistent and optimal density estimators for moving average processes
- Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms
- Rootnconsistent density estimators for sums of independent random variables
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
- Weak convergence and empirical processes. With applications to statistics
Cited in
(16)- Plug-in estimators for higher-order transition densities in autoregression
- Root n consistent and optimal density estimators for moving average processes
- Recursive estimators of integrated squared density derivatives
- Non standard behavior of density estimators for functions of independent observations
- Convergence in weighted \(L_1\)-norms of convolution estimators for the response density in nonparametric regression
- Improved Density Estimators for Invertible Linear Processes
- Some developments in semiparametric statistics
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
- Convergence rates in weighted \(L_1\) spaces of kernel density estimators for linear processes
- Online estimation of integrated squared density derivatives
- Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution
- Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms
- Prediction in moving average processes
- Rootnconsistent density estimators for sums of independent random variables
- Efficient density estimation in an AR(1) model
- Uniform convergence of convolution estimators for the response density in nonparametric regression
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