Asymptotic normality of kernel density estimators under dependence

	Asymptotic normality of kernel density estimators under dependence
	Lu, ZD
刊名	ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
	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
出版者	KLUWER ACADEMIC PUBL
WOS记录号	WOS:000172037200003
内容类型	期刊论文
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.