Asymptotic normality for density Kernel estimators in discrete and continuous time

Authors
Bosq, D Merlevede, F
Citation
D. Bosq et F. Merlevede, Asymptotic normality for density Kernel estimators in discrete and continuous time, J MULT ANAL, 68(1), 1999, pp. 78-95
Citations number
15
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF MULTIVARIATE ANALYSIS
ISSN journal
0047259X → ACNP
Volume
68
Issue
1
Year of publication
1999
Pages
78 - 95
Database
ISI
SICI code
0047-259X(199901)68:1<78:ANFDKE>2.0.ZU;2-K
Abstract
In this paper, we build a central limit theorem for triangular arrays of se quences which satisfy a mild mixing condition. This result allows us to stu dy asymptotic normality of density kernel estimators for some classes or co ntinuous and discrete time processes. (C) 1999 Academic Press.