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

Anton Schick and Wolfgang Wefelmeyer ()

Statistical Inference for Stochastic Processes, 2008, vol. 11, issue 3, 310 pages

Keywords: Kernel estimator; Plug-in estimator; Tightness criteria; Functional limit theorem; Infinite-order moving average process; Infinite-order autoregressive process; Primary: 62G07; 62G20; 62M05; 62M10 (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s11203-008-9024-5

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