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Consistency results for the kernel density estimate on continuous time stationary and dependent data

โœ Scribed by Didi, Sultana; Louani, Djamal


Book ID
122962775
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
400 KB
Volume
83
Category
Article
ISSN
0167-7152

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Hall and Hart (1990) proved that the mean integrated squared error (MISE) of a marginal kernel density estimator from an infinite moving average process X1, )(2 .... may be decomposed into the sum of MISE of the same kernel estimator for a random sample of the same size and a term proportional to th