Varying kernel marginal density estimator for a positive time series
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DOI: 10.1080/10485252.2017.1324968
Abstract: ABSTRACT This paper analyses the large sample behaviour of a varying kernel density estimator of the marginal density of a non-negative stationary and ergodic time series that is also strongly mixing. In particular we obtain… read more here.
Keywords: time series; varying kernel; density; density estimator ... See more keywords