𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Asymptotic Normality for Density Kernel Estimators in Discrete and Continuous Time

✍ Scribed by Denis Bosq; Florence Merlevède; Magda Peligrad

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
153 KB
Volume
68
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.

✦ Synopsis

In this paper, we build a central limit theorem for triangular arrays of sequences which satisfy a mild mixing condition. This result allows us to study asymptotic normality of density kernel estimators for some classes of continuous and discrete time processes.

📜 SIMILAR VOLUMES

Estimation of the Asymptotic Variance of
Estimation of the Asymptotic Variance of Kernel Density Estimators for Continuous Time Processes
✍ Armelle Guillou; Florence Merlevède 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 196 KB

In order to construct confidence sets for a marginal density f of a strictly stationary continuous time process observed over the time interval [0, T ], it is necessary to have at one's disposal a Central Limit Theorem for the kernel density estimator f T . In this paper we address the question of n

Normal Approximation Rate and Bias Reduc
Normal Approximation Rate and Bias Reduction for Data-Driven Kernel Smoothing Estimator in a Semiparametric Regression Model
✍ Sheng-Yan Hong 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 168 KB

Accuracy of the normal approximation for Speckman's kernel smoothing estimator of the parametric component ; in the semiparametric regression model y=x { ;+ g(t)+e is studied when the bandwidth used in the estimator is selected by a general data-based method which includes such commonly used bandwid

Asymptotic analysis and estimates of blo
Asymptotic analysis and estimates of blow-up time for the radial symmetric semilinear heat equation in the open-spectrum case
✍ N. I. Kavallaris; A. A. Lacey; C. V. Nikolopoulos; D. E. Tzanetis 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 303 KB 👁 1 views

## Abstract We estimate the blow‐up time for the reaction diffusion equation __u__~__t__~=Δ__u__+ λ__f__(__u__), for the radial symmetric case, where __f__ is a positive, increasing and convex function growing fast enough at infinity. Here λ>λ^\*^, where λ^\*^ is the ‘extremal’ (critical) value for