Nonparametric density estimation for linear processes with infinite variance
| Year of publication: |
2009
|
|---|---|
| Authors: | Honda, Toshio |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 61.2009, 2, p. 413-439
|
| Publisher: |
Springer |
| Subject: | Linear processes | Kernel density estimator | Domain of attraction | Stable distribution | Noncentral limit theorem | Martingale central limit theorem |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10004999528