On the estimation of the marginal density of a moving average process
Author:
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference27 articles.
1. Time Series: Theory and Methods
2. Convergence rates in density estimation for data from infinite-order moving average processes;Hall;Probability Theory and Related Fields,1990
3. Estimation of integrated squared density derivatives;Hall;Statistics & Probability Letters,1987
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