Density estimation for linear processes

DOI10.1007/BF02481000zbMATH Open0553.62035OpenAlexW2082826110MaRDI QIDQ802245FDOQ802245

Kamal C. Chanda

Publication date: 1983

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02481000

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zbMATH Keywords

asymptotic normalitydensity estimationalmost sure convergencelinear processkernel type estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Cites Work

• Nonparametric Probability Density Estimation: I. A Summary of Available Methods
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• Curve Estimates
• Title not available (Why is that?)

Cited In (29)

• Linear Approximations of Probability Density Functions
• On central and non-central limit theorems in density estimation for sequences of long-range dependence
• Kernel density estimation for linear processes
• On smoothed probability density estimation for stationary processes
• Density estimation for spatial linear processes
• Improved Density Estimators for Invertible Linear Processes
• Marginal density estimation for linear processes with cyclical long memory
• Spectral density estimation for linear processes with dependent innovations
• Kernel density estimation for spatial processes: The \(L_{1}\) theory
• Convergence rates in density estimation for data from infinite-order moving average processes
• Title not available (Why is that?)
• Estimators in step regression models
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
• Kernel density estimation for linear processes
• On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators
• Square consistency of kernel density estimation for linear process errors
• Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
• Convergence rates in weighted \(L_1\) spaces of kernel density estimators for linear processes
• Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
• Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes
• Title not available (Why is that?)
• Asymptotic study of the density associated to a filter of infinite order
• Density estimation for a class of stationary nonlinear processes
• GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION
• TIME SERIES RESIDUALS WITH APPLICATION TO PROBABILITY DENSITY ESTIMATION
• Some automated methods of smoothing time-dependent data
• On histograms for linear processes
• Efficient density estimation in an AR(1) model
• Asymptotic Distributions of Innovation Density Estimators in Linear Processes

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