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On Estimating the Asymptotic Variance of Stationary Point Processes

✍ Scribed by Lothar Heinrich; Michaela Prokešová

Publisher
Springer US
Year
2008
Tongue
English
Weight
491 KB
Volume
12
Category
Article
ISSN
1387-5841

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Estimation of the Asymptotic Variance of
Estimation of the Asymptotic Variance of Kernel Density Estimators for Continuous Time Processes
✍ 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