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Root-n consistency in weighted L 1 -spaces for density estimators of invertible linear processes

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  • Anton Schick
  • Wolfgang Wefelmeyer

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  • Anton Schick & Wolfgang Wefelmeyer, 2008. "Root-n consistency in weighted L 1 -spaces for density estimators of invertible linear processes," Statistical Inference for Stochastic Processes, Springer, vol. 11(3), pages 281-310, October.
    • Handle: RePEc:spr:sistpr:v:11:y:2008:i:3:p:281-310
    DOI: 10.1007/s11203-008-9024-5
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    References listed on IDEAS

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    1. Tran, Lanh Tat, 1992. "Kernel density estimation for linear processes," Stochastic Processes and their Applications, Elsevier, vol. 41(2), pages 281-296, June.
    2. Marc Hallin & Zudi Lu & Lanh T. Tran, 2001. "Density estimation for spatial linear processes," ULB Institutional Repository 2013/2109, ULB -- Universite Libre de Bruxelles.
    3. Anton Schick & Wolfgang Wefelmeyer, 2004. "Root n consistent and optimal density estimators for moving average processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 31(1), pages 63-78, March.
    4. Coulon-Prieur, Clémentine & Doukhan, Paul, 2000. "A triangular central limit theorem under a new weak dependence condition," Statistics & Probability Letters, Elsevier, vol. 47(1), pages 61-68, March.
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    Cited by:

    1. Greenwood, Priscilla E. & Schick, Anton & Wefelmeyer, Wolfgang, 2011. "Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution," Statistics & Probability Letters, Elsevier, vol. 81(2), pages 277-282, February.
    2. Mokkadem, Abdelkader & Pelletier, Mariane, 2020. "Online estimation of integrated squared density derivatives," Statistics & Probability Letters, Elsevier, vol. 166(C).

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