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Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes

✍ Scribed by Jacek Léskow


Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
560 KB
Volume
52
Category
Article
ISSN
0304-4149

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Estimation of the Asymptotic Variance of
✍ 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