Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation

Marc Hallin; Lanh Tat Tran

doi:10.1007/bf00050847

Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf00050847 ◽

1996 ◽

Vol 48 (3) ◽

pp. 429-449 ◽

Cited By ~ 12

Author(s):

Marc Hallin ◽

Lanh Tat Tran

Keyword(s):

Asymptotic Normality ◽

Density Estimation ◽

Kernel Density Estimation ◽

Kernel Density ◽

Linear Processes ◽

Optimal Bandwidth

Download Full-text

KERNEL DENSITY ESTIMATION FOR LINEAR PROCESSES WITH -WEAKLY DEPENDENT INNOVATIONS: ASYMPTOTIC NORMALITY

Journal of Statistics Advances in Theory and Applications ◽

10.18642/jsata_7100122082 ◽

2020 ◽

Vol 22 (1) ◽

pp. 1-19

Author(s):

Kaouthar El Fassi ◽

◽

Lahcen Douge ◽

Keyword(s):

Asymptotic Normality ◽

Density Estimation ◽

Kernel Density Estimation ◽

Kernel Density ◽

Linear Processes ◽

Weakly Dependent

Download Full-text

Recursive Kernel Density Estimation and Optimal Bandwidth Selection Under α: Mixing Data

Journal of Statistical Theory and Practice ◽

10.1007/s42519-018-0031-6 ◽

2019 ◽

Vol 13 (2) ◽

Cited By ~ 3

Author(s):

Salah Khardani ◽

Yousri Slaoui

Keyword(s):

Density Estimation ◽

Kernel Density Estimation ◽

Bandwidth Selection ◽

Kernel Density ◽

Optimal Bandwidth

Download Full-text

Functional asymptotic normality of the -deviation of the kernel density estimation indexed by classes of weight functions

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2004.11.004 ◽

2006 ◽

Vol 136 (8) ◽

pp. 2470-2505 ◽

Cited By ~ 3

Author(s):

Fateh Chebana

Keyword(s):

Asymptotic Normality ◽

Density Estimation ◽

Kernel Density Estimation ◽

Kernel Density ◽

Weight Functions

Download Full-text

Optimal bandwidth selection in kernel density estimation for continuous time dependent processes

Statistics & Probability Letters ◽

10.1016/j.spl.2018.02.001 ◽

2018 ◽

Vol 138 ◽

pp. 9-19 ◽

Cited By ~ 5

Author(s):

Khadijetou El Heda ◽

Djamal Louani

Keyword(s):

Density Estimation ◽

Kernel Density Estimation ◽

Continuous Time ◽

Bandwidth Selection ◽

Kernel Density ◽

Time Dependent ◽

Optimal Bandwidth ◽

Dependent Processes

Download Full-text

Wind Power Interval Prediction Based on Kernel Density Estimation with Optimal Bandwidth

2020 IEEE 3rd International Conference on Electronics Technology (ICET) ◽

10.1109/icet49382.2020.9119717 ◽

2020 ◽

Author(s):

Hanjun Zhang ◽

Si Chen ◽

Weifeng Duan

Keyword(s):

Wind Power ◽

Density Estimation ◽

Kernel Density Estimation ◽

Kernel Density ◽

Optimal Bandwidth ◽

Interval Prediction

Download Full-text

The influence function of the optimal bandwidth for kernel density estimation

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2014.1000501 ◽

2016 ◽

Vol 46 (2) ◽

pp. 602-608

Author(s):

Ro Jin Pak

Keyword(s):

Density Estimation ◽

Kernel Density Estimation ◽

Influence Function ◽

Kernel Density ◽

Optimal Bandwidth

Download Full-text

An approximate necessary condition for the optimal bandwidth selector in kernel density estimation

Applicationes Mathematicae ◽

10.4064/am-22-1-123-138 ◽

1993 ◽

Vol 22 (1) ◽

pp. 123-138

Author(s):

L. Gajek ◽

A. Lenic

Keyword(s):

Density Estimation ◽

Kernel Density Estimation ◽

Kernel Density ◽

Necessary Condition ◽

Optimal Bandwidth ◽

Bandwidth Selector

Download Full-text

Data-Based Optimal Bandwidth for Kernel Density Estimation of Statistical Samples

Communications in Theoretical Physics ◽

10.1088/0253-6102/70/6/728 ◽

2018 ◽

Vol 70 (6) ◽

pp. 728 ◽

Cited By ~ 3

Author(s):

Zhen-Wei Li ◽

Ping He

Keyword(s):

Density Estimation ◽

Kernel Density Estimation ◽

Kernel Density ◽

Optimal Bandwidth

Download Full-text