Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation

Marc Hallin and Lanh Tran

Annals of the Institute of Statistical Mathematics, 1996, vol. 48, issue 3, 429-449

Keywords: Density estimation; linear process; kernel; bandwidth; mean square error (search for similar items in EconPapers)
Date: 1996
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (7)

Downloads: (external link)
http://hdl.handle.net/10.1007/BF00050847 (text/html)
Access to full text is restricted to subscribers.

Related works:
Working Paper: Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation (1996)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:aistmt:v:48:y:1996:i:3:p:429-449

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10463/PS2

DOI: 10.1007/BF00050847

Access Statistics for this article

Annals of the Institute of Statistical Mathematics is currently edited by Tomoyuki Higuchi

More articles in Annals of the Institute of Statistical Mathematics from Springer, The Institute of Statistical Mathematics
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().