Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation

Annals of the Institute of Statistical Mathematics

Volumn 48, Issue 3, 1996, Pages 429-449

  Hallin, Marc ^a   Tran, Lanh Tat ^b  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^b INDIANA UNIVERSITY   (United States)

Author keywords

Bandwidth; Density estimation; Kernel; Linear process; Mean square error

Indexed keywords

EID: 0038811029     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF00050847     Document Type: Article

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