Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
| Year of publication: |
1996
|
|---|---|
| Authors: | Hallin, Marc ; Tran, Lanh T. |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Subject: | Bandwidth | Density estimation | Kernel | Linear process | Mean square error |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | SCOPUS: ar.j Published in: Annals of the Institute of Statistical Mathematics (1996) v.48 n° 3,p.429-449 |
| Source: |
Persistent link: https://www.econbiz.de/10011011632