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Density estimation for a class of stationary nonlinear processes

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  • Kamal Chanda

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  • Kamal Chanda, 2003. "Density estimation for a class of stationary nonlinear processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(1), pages 69-82, March.
    • Handle: RePEc:spr:aistmt:v:55:y:2003:i:1:p:69-82
    DOI: 10.1007/BF02530485
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    References listed on IDEAS

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    1. P. M. Robinson, 1983. "Nonparametric Estimators For Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 4(3), pages 185-207, May.
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    Cited by:

    1. Kamal Chanda, 2006. "Sampling Properties of U-statistics for a Class of Stationary Nonlinear Processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(3), pages 635-646, September.

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