Kernel density estimation for linear processes with quasi-associated innovations
Résumé
In this paper, we study the kernel estimate of the density function of linear processes with quasi-associated innovations. We prove the asymptotic normality of the kernel density estimator under mild regularity conditions and some conditions on the coefficients of linear processes and on the decay of the covariances.
Domaines
Statistiques [math.ST]| Origine | Accord explicite pour ce dépôt |
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