Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152423 | Statistics & Probability Letters | 2011 | 11 Pages |
Abstract
Some convergence results on the kernel density estimator are proven for a class of linear processes with cyclic effects. In particular, we extend the results of Ho and Hsing (1996), Mielniczuk (1997) and Hall and Hart (1990) to the stationary processes for which the singularities of the spectral density are not limited to the origin. We show that the convergence rates and the limiting distribution may be different in this context.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Mohamedou Ould Haye, Anne Philippe,