Nonparametric density estimation for linear processes with infinite variance

Toshio Honda

Annals of the Institute of Statistical Mathematics, 2009, vol. 61, issue 2, 413-439

Keywords: Linear processes; Kernel density estimator; Domain of attraction; Stable distribution; Noncentral limit theorem; Martingale central limit theorem (search for similar items in EconPapers)
Date: 2009
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Working Paper: Nonparametric Density Estimation for Linear Processes with Infinite Variance (2006)
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DOI: 10.1007/s10463-007-0149-x

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