Nonparametric density estimation for linear processes with infinite variance
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Cites work
- scientific article; zbMATH DE number 3978040 (Why is no real title available?)
- scientific article; zbMATH DE number 193660 (Why is no real title available?)
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- scientific article; zbMATH DE number 1944032 (Why is no real title available?)
- scientific article; zbMATH DE number 2135448 (Why is no real title available?)
- scientific article; zbMATH DE number 775741 (Why is no real title available?)
- Asymptotic normality of regression estimators with long memory errors
- Asymptotic theory of statistical inference for time series
- Asymptotics of empirical processes of long memory moving averages with infinite variance.
- Central limit theorems for partial sums of bounded functionals of infinite-variance moving averages
- Convergence rates in density estimation for data from infinite-order moving average processes
- Density estimation under long-range dependence
- Kernel density estimation for linear processes
- Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
- Limit theorems for functionals of moving averages
- Mixing: Properties and examples
- NON‐PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES
- Nonlinear time series. Nonparametric and parametric methods
- Nonparametric density estimation for a long-range dependent linear process
- Nonparametric regression under dependent errors with infinite variance
- On central and non-central limit theorems in density estimation for sequences of long-range dependence
- On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages
- On the asymptotic expansion of the empirical process of long-memory moving averages
- Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes
- Stable limits of empirical processes of moving averages with infinite variance.
- Stable limits of sums of bounded functions of long memory moving averages with finite variance
Cited in
(10)- On nonparametric density estimation for multivariate linear long-memory processes
- Sampling distribution for a class of estimators for nonregular linear processes
- scientific article; zbMATH DE number 3998852 (Why is no real title available?)
- scientific article; zbMATH DE number 3923779 (Why is no real title available?)
- Nonlinear principal components. I: Absolutely continuous random variables with positive bounded densities
- Asymptotic Distributions of Innovation Density Estimators in Linear Processes
- Nonstationarity in time series of state densities
- Infinite density at the median and the typical shape of stock return distributions
- Nonparametric quantile regression with heavy-tailed and strongly dependent errors
- Nonparametric regression for dependent data in the errors-in-variables problem
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