Root-n consistency in weighted L <Subscript>1</Subscript>-spaces for density estimators of invertible linear processes
| Year of publication: |
2008
|
|---|---|
| Authors: | Schick, Anton ; Wefelmeyer, Wolfgang |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 11.2008, 3, p. 281-310
|
| Publisher: |
Springer |
| Subject: | Kernel estimator | Plug-in estimator | Tightness criteria | Functional limit theorem | Infinite-order moving average process | Infinite-order autoregressive process | Primary: 62G07 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616045