Nonparametric Density Estimation for Linear Processes with Infinite Variance

Toshio Honda and 敏雄 本田

No 2005-13, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Keywords: linear processes; kernel density estimator; domain of attraction; stable distribution; noncentral limit theorem; martingale central limit theorem (search for similar items in EconPapers)
Pages: 34 pages
Date: 2006-08
Note: February 2006; August 2006 (Revised)
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https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/16959/070econDP05-13.pdf

Related works:
Journal Article: Nonparametric density estimation for linear processes with infinite variance (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:hit:econdp:2005-13

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