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 |
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