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Volumn 17, Issue 1, 2005, Pages 121-133

Asymptotic properties of density estimates for linear processes: Application of projection method

Author keywords

Kernel density estimators; Linear process; Long and short range dependence; Projection method; Rates of convergence

Indexed keywords


EID: 12344314854     PISSN: 10485252     EISSN: None     Source Type: Journal    
DOI: 10.1080/10488525042000267770     Document Type: Article
Times cited : (8)

References (18)
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  • 3
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  • 4
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    • Csörgo, S.1    Mielniczuk, J.2
  • 5
    • 0036430121 scopus 로고    scopus 로고
    • Kernel density estimation for linear processes
    • Wu, W.B. and Mielniczuk, J., 2002, Kernel density estimation for linear processes. Annals of Statistics, 30, 1441-1459.
    • (2002) Annals of Statistics , vol.30 , pp. 1441-1459
    • Wu, W.B.1    Mielniczuk, J.2
  • 7
    • 0036556634 scopus 로고    scopus 로고
    • Central limit theorems for functionals of linear processes
    • Wu, W.B., 2002, Central limit theorems for functionals of linear processes. Statistica Sinica, 12, 635-649.
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    • Wu, W.B.1
  • 8
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    • Wu, W.B., 2003a, Empirical processes of long-memory sequences. Bernoulli, 9, 809-831.
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    • Wu, W.B.1
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    • Freedman, D.1
  • 16
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    • The central limit theorem for stationary Markov processes
    • Gordin, M.I. and Lifszic, B., 1978, The central limit theorem for stationary Markov processes. Doklady Akademii Nauk SSSR, 19, 392-394.
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  • 17
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    • On random-design model with dependent errors
    • to appear
    • Mielniczuk, J. and Wu, W.B., 2004, On random-design model with dependent errors. Statistica Sinica, to appear.
    • (2004) Statistica Sinica
    • Mielniczuk, J.1    Wu, W.B.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.