Nonparametric Density Estimation for a Long-Range Dependent Linear Process
| Year of publication: |
2000
|
|---|---|
| Authors: | Honda, Toshio |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 52.2000, 4, p. 599-611
|
| Publisher: |
Springer |
| Subject: | Kernel density estimator | long-range dependence | linear process | bandwidth | asymptotic normality |
-
Estimation in Partial Linear Models under Long-Range Dependence
Honda, Toshio, (2007)
-
Hallin, Marc, (1996)
-
Hallin, Marc, (1996)
- More ...
-
Nonparametric LAD cointegrating regression
Honda, Toshio, (2011)
-
Nonparametric quantile regression with heavy-tailed and strongly dependent errors
Honda, Toshio, (2010)
-
Estimation in partial linear models under long-range dependence
Honda, Toshio, (2007)
- More ...