Estimation of the asymptotic variance of kernel density estimators for continuous time processes

Journal of Multivariate Analysis

Volumn 79, Issue 1, 2001, Pages 114-137

  Guillou, Armelle ^a   Merlevède, Florence ^a  

^a SORBONNE UNIVERSITÉ   (France)

Author keywords

Confidence sets; Continuous processes; Kernel estimator; Strong mixing sequences

Indexed keywords

EID: 0035186034     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.2000.1958     Document Type: Article

References (18)

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