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ON THE SELECTION OF RANDOM SAMPLING SCHEMES FOR THE SPECTRAL ESTIMATION OF CONTINUOUS TIME PROCESSES

✍ Scribed by Keh-Shin Lii; Elias Masry

Book ID
111039788
Publisher
John Wiley and Sons
Year
1995
Tongue
English
Weight
724 KB
Volume
16
Category
Article
ISSN
0143-9782

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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