Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process

Stochastic Processes and their Applications

Volumn 80, Issue 2, 1999, Pages 129-155

  Saavedra, Ángeles ^a   Cao, Ricardo ^a  

^a NONE

Author keywords

62G05; Kernel estimator; Moving average process; Smoothing parameter; Time series

Indexed keywords

EID: 0039731510     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(98)00091-X     Document Type: Article

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