Root-n consistency in weighted L 1-spaces for density estimators of invertible linear processes

Statistical Inference for Stochastic Processes

Volumn 11, Issue 3, 2008, Pages 281-310

  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; Plug in estimator; Tightness criteria

Indexed keywords

EID: 51749091982     PISSN: 13870874     EISSN: 15729311     Source Type: Journal    
DOI: 10.1007/s11203-008-9024-5     Document Type: Article

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