Asymptotic normality for density Kernel estimators in discrete and continuous time

JOURNAL OF MULTIVARIATE ANALYSIS

卷:68

Article

Bosq, D ; Merlevède, F

关键词: central limit theorem;    strongly mixing sequence;    triangular array;    Kernel estimator;    continuous and discrete time processes;   

DOI  :  10.1006/jmva.1998.1785

来源: Elsevier

【 摘 要 】

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 or continuous and discrete time processes. (C) 1999 Academic Press.

【 授权许可】

Free