Asymptotic normality of kernel density estimators under dependence
文献类型：期刊论文
| 作者 | Lu, ZD |
| 刊名 | ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
 |
| 出版日期 | 2001-09-01 |
| 卷号 | 53期号:3页码:447-468 |
| 关键词 | asymptotic normality alpha-mixing linear process kernel density estimators stable stationary process time series |
| ISSN号 | 0020-3157 |
| 英文摘要 | In this paper, we study the kernel methods for density estimation of stationary samples under generalized conditions, which unify both the linear and alpha -mixing processes discussed in the literature and also adapt to the non-linear or/and non-a-mixing processes. Under general, mild conditions, the kernel density estimators are shown to be asymptotically normal. Some specific theorems are derived within various contexts, and their applications and relationship with the relevant references are considered. It is interesting that the conditions on the bandwidth may be very simple, even in the generalized context. The stationary sequences discussed cover a large number of (linear or nonlinear) time series and econometric models (such as the ARMA processes with ARCH errors). |
| 语种 | 英语 |
| WOS记录号 | WOS:000172037200003 |
| 出版者 | KLUWER ACADEMIC PUBL |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/16240]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | 1.Univ Catholique Louvain, Inst Stat, B-1348 Louvain, Belgium 2.Chinese Acad Sci, Inst Syst Sci, Lab Management Decis & Informat Syst, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Lu, ZD. Asymptotic normality of kernel density estimators under dependence[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,2001,53(3):447-468. |
| APA | Lu, ZD.(2001).Asymptotic normality of kernel density estimators under dependence.ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,53(3),447-468. |
| MLA | Lu, ZD."Asymptotic normality of kernel density estimators under dependence".ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 53.3(2001):447-468. |
入库方式： OAI收割
来源：数学与系统科学研究院
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