Article ID Journal Published Year Pages File Type
1145660 Journal of Multivariate Analysis 2014 13 Pages PDF
Abstract

We establish sufficient conditions for the asymptotic normality of kernel density estimators applied to causal linear random fields, by mm-dependent approximation. Our conditions on the coefficients of linear random fields are weaker than the known results, although our assumption on the bandwidth is not minimal. We also establish a convergence rate of Berry–Esseen’s type.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
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