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Expansions for log densities of asymptotically normal estimates

✍ Scribed by Christopher S. Withers; Saralees Nadarajah


Publisher
Springer-Verlag
Year
2008
Tongue
English
Weight
146 KB
Volume
51
Category
Article
ISSN
0932-5026

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Asymptotic Normality for Density Kernel
✍ Denis Bosq; Florence MerlevΓ¨de; Magda Peligrad πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 153 KB

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.