Uniformly root-N consistent density estimators for weakly dependent invertible linear processes

Annals of Statistics

Volumn 35, Issue 2, 2007, Pages 815-843

  Schick, Anton ^a   Wefelmeyer, Wolfgang ^b  

^a BINGHAMTON UNIVERSITY   (United States)

^b UNIVERSITY OF COLOGNE   (Germany)

Author keywords

Functional limit theorem; Infinite order autoregressive process; Infinite order moving average process; Kernel estimator; Least squares estimator; Plug in estimator

Indexed keywords

EID: 46249108148     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053606000001352     Document Type: Article

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