Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1145660 | Journal of Multivariate Analysis | 2014 | 13 Pages |
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
Authors
Yizao Wang, Michael Woodroofe,