Title of article
Asymptotic Normality for Density Kernel Estimators in Discrete and Continuous Time
Author/Authors
Bosq، نويسنده , , Denis and Merlevède، نويسنده , , Florence and Peligrad، نويسنده , , Magda، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 1999
Pages
18
From page
78
To page
95
Abstract
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.
Keywords
Central Limit Theorem , triangular array , strongly mixing sequence , Kernel estimator , continuous and discrete time processes
Journal title
Journal of Multivariate Analysis
Serial Year
1999
Journal title
Journal of Multivariate Analysis
Record number
1557554
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