Convergence rates in density estimation for data from infinite-order moving average processes-Reference-Cited by-同舟云学术

Convergence rates in density estimation for data from infinite-order moving average processes

Published:1990-06 Issue:2 Volume:87 Page:253-274
ISSN:0178-8051
Container-title:Probability Theory and Related Fields
language:en
Short-container-title:Probab. Th. Rel. Fields

Author:

Hall Peter,Hart Jeffrey D.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Link

https://link.springer.com/content/pdf/10.1007/BF01198432.pdf

Reference18 articles.

1. Adenstedt, R.K.: On large-sample estimation for the mean of a stationary random sequence. Ann. Statist.2, 1095–1107 (1974)

2. Beran, J.: Estimation, testing and prediction of self-similar and related processes. Ph.D. thesis, ETH Zürich, No. 8074 (1986)

3. Castellana, J.V., Leadbetter, M.R.: On smoothed probability density estimation for stationary processes. Stochastic Processes Appl.21, 179–193 (1986)

4. Chanda, K.C.: Density estimation for linear processes. Ann. Inst. Statist. Math.35, 439–446 (1983)

5. Cox, D.R.: Long-range dependence: a review. In: David, H.A., David, H.T. (eds.) Proceedings, 50th Anniversary Conference Iowa State Statistical Laboratory, pp. 55–74. Iowa State University Press 1984

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