Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
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Publication:995428
DOI10.1214/009053606000001352zbMath1117.62036arXiv0708.1913OpenAlexW3102354691MaRDI QIDQ995428
Anton Schick, Wolfgang Wefelmeyer
Publication date: 3 September 2007
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0708.1913
functional limit theoremleast squares estimatorkernel estimatorplug-in estimatorinfinite-order autoregressive processinfinite-order moving average process
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)
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