Asymptotic Normality of Kernel Density Estimators under Dependence
Year of publication: |
2001
|
---|---|
Authors: | Lu, Zudi |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 53.2001, 3, p. 447-468
|
Publisher: |
Springer |
Subject: | Asymptotic normality | α-mixing | linear process | kernel density estimators | stable stationary process | time series |
-
Weak convergence to stochastic integrals for econometric applications
Liang, Hanying, (2014)
-
CLT for largest eigenvalues and unit root tests for high-dimensional nonstationary time series
Zhang, Bo, (2016)
-
A near unit root test for high-dimensional nonstationary time series
Zhang, Bo, (2019)
- More ...
-
Estimation in semiparametric spatial regression
Gao, Jiti, (2003)
-
Semiparametric dynamic portfolio choice with multiple conditioning variables
Chen, Jia, (2015)
-
Semiparametric model averaging of ultra-high dimensional time series
Chen, Jia, (2015)
- More ...