Deconvolution of ℙ(Xt < Yt) for stationary processes with supersmooth error distributions
Sign Up to like & getrecommendations! Published in 2024 at "Statistics"
DOI: 10.1080/02331888.2024.2407913
Abstract: This paper focuses on nonparametrically estimating the probability $ \mathbb {P} \left ( X_t \lt Y_t \right ) $ P(Xt read more here.
Keywords: time; stationary processes; supersmooth error; processes supersmooth ... See more keywords