Convergence rates in density estimation for data from infinite-order moving average processes

DOI10.1007/BF01198432zbMath0695.60043MaRDI QIDQ910098

Hall, Peter, Jeffrey D. Hart

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

long-range dependence; kernel estimator; dependent data; non-parametric density estimation

Mathematics Subject Classification ID

60G05: Foundations of stochastic processes

60F25: (L^p)-limit theorems

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