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
On the asymptotic variance of the continuous-time kernel density estimator
✍ Scribed by Martin Sköld; Ola Hössjer
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 119 KB
- Volume
- 44
- Category
- Article
- ISSN
- 0167-7152
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