Kernel Entropy Estimation for Linear Processes-Reference-Cited by-同舟云学术

Kernel Entropy Estimation for Linear Processes

Published:2018-02-05 Issue:4 Volume:39 Page:563-591
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J. Time Ser. Anal.

Author:

Sang Hailin¹,Sang Yongli²,Xu Fangjun³⁴

Affiliation:

1. Department of Mathematics University of Mississippi University MS USA

2. Department of Mathematics University of Louisiana at Lafayette Lafayette LA USA

3. School of Statistics East China Normal University Shanghai China

4. NYU‐ECNU Institute of Mathematical Sciences at NYU Shanghai Shanghai China

Funder

National Natural Science Foundation of China

Natural Science Foundation of Shanghai

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jtsa.12286

Reference37 articles.

1. Strong consistency of density estimation by orthogonal series methods for dependent variables with applications

2. Estimating integrated squared density derivatives: sharp best order of convergence estimates;Bickel JP;Sankhya: The Indian Journal of Statistics, Series A,1988

3. A Class of Antipersistent Processes

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