Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
| Year of publication: |
1996
|
|---|---|
| Authors: | Hallin, Marc ; Tran, Lanh |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 48.1996, 3, p. 429-449
|
| Publisher: |
Springer |
| Subject: | Density estimation | linear process | kernel | bandwidth | mean square error |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616134