Asymptotic Normality for Density Kernel Estimators in Discrete and Continuous Time
Asymptotic Normality for Density Kernel Estimators in Discrete and Continuous Time
复制标题
离散和连续时间密度核估计器的渐近正态性
DOI:
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发表时间:
1999
期刊:
影响因子:
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通讯作者:
M. Peligrad
中科院分区:
文献类型:
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作者:
D. Bosq;F. Merlevède;M. Peligrad
In this paper, we build a central limit theorem for triangular arrays of sequences which satisfy a mild mixing condition. This result allows us to study asymptotic normality of density kernel estimators for some classes of continuous and discrete time processes.