The central limit theorem for Tukey's 3R smoother

Wlodzimierz Bryc and Magda Peligrad

Statistics & Probability Letters, 1992, vol. 13, issue 1, 29-37

Abstract: Asymptotic properties of a non-linear smoothing algorithm are analyzed. It is shown that under appropriate conditions the output of the algorithm is absolutely regular and that partial sums are asymptotically normal.

Keywords: 3R; smoother; weak; dependence; Central; Limit; Theorem (search for similar items in EconPapers)
Date: 1992
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