On the estimation of the marginal density of a moving average process

Canadian Journal of Statistics

Volumn 28, Issue 4, 2000, Pages 799-815

  Saavedra, Angeles ^a   Cao, Ricardo ^b  

^a UNIVERSITY OF VIGO   (Spain)

^b UNIVERSITY OF A CORUÑA   (Spain)

Author keywords

Kernel method; MA processes; Mean integrated squared error (MISE); Mean squared error (MSE); Time series

Indexed keywords

EID: 0034550557     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.2307/3315917     Document Type: Article

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