Improved asymptotics for zeros of kernel estimates via a reformulation of the Leadbetter-Cryer integral

On the asymptotic mean integrated square

On the asymptotic mean integrated squared error of a kernel density estimator for dependent data

✍ Jan Mielniczuk 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 357 KB

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