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Asymptotics for Kernel Estimation of Slicing Average Third-Moment Estimation

✍ Scribed by Li-ping Zhu; Li-xing Zhu

Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2006
Tongue
English
Weight
176 KB
Volume
22
Category
Article
ISSN
0168-9673

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✍ Armelle Guillou; Florence MerlevΓ¨de πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 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