On nonparametric density estimation for multivariate linear long-memory processes
type: Item
instance of: scholarly article
title: On nonparametric density estimation for multivariate linear long-memory processes
DOI: 10.1080/03610926.2017.1395048
author: Jan Beran
author: Klaus Telkmann
publication date: 2022-05-17T00:00:00Z
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7528202
zbMATH Keywords: kernel density estimation
zbMATH Keywords: linear process
zbMATH Keywords: long-range dependence
zbMATH Keywords: multivariate
zbMATH Keywords: multivariate time series
describes a project that uses: KernSmooth
describes a project that uses: longmemo
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1080/03610926.2017.1395048
OpenAlex ID: W2765401243
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published in: Communications in Statistics: Theory and Methods
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