Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes
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- Tran, Lanh Tat, 1992. "Kernel density estimation for linear processes," Stochastic Processes and their Applications, Elsevier, vol. 41(2), pages 281-296, June.
- Marc Hallin & Lanh T. Tran, 1996. "Kernel density estimation for linear processes: asymptotic normality and bandwidth selection," ULB Institutional Repository 2013/2055, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Lanh Tran, 1996.
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Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(3), pages 429-449, September.
- Marc Hallin & Lanh T. Tran, 1996. "Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation," ULB Institutional Repository 2013/127975, ULB -- Universite Libre de Bruxelles.
- Zudi Lu, 2001. "Asymptotic Normality of Kernel Density Estimators under Dependence," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(3), pages 447-468, September.
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- Li, Yongming & Wei, Chengdong & Xing, Guodong, 2011. "Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors," Statistics & Probability Letters, Elsevier, vol. 81(1), pages 103-110, January.
- Hwang, Eunju & Shin, Dong Wan, 2012. "Stationary bootstrap for kernel density estimators under ψ-weak dependence," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1581-1593.
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Keywords
Lipschitz continuity Martingale approximation Smoothness of convolutions;Statistics
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