Bandwidth choice and convergence rates in density estimation with long-range dependent data

2002 ◽  
Author(s):  
P. Hall ◽  
S.N. Lahiri ◽  
Y.K. Truong
Keyword(s):  
Density Estimation ◽  
Long Range ◽  
Convergence Rates ◽  
Dependent Data

scholarly journals Non-Parametric Spectral Density Estimation Under Long-Range Dependence

2018 ◽  
Vol 39 (3) ◽  
pp. 380-401 ◽  
Author(s):  
Young Min Kim ◽  
Soumendra N. Lahiri ◽  
Daniel J. Nordman
Keyword(s):  
Spectral Density ◽  
Density Estimation ◽  
Long Range ◽  
Long Range Dependence ◽  
Spectral Density Estimation ◽  
Non Parametric

Sup-norm convergence rates for Lévy density estimation

Extremes ◽  
2016 ◽  
Vol 19 (3) ◽  
pp. 371-403 ◽  
Author(s):  
Valentin Konakov ◽  
Vladimir Panov
Keyword(s):  
Density Estimation ◽  
Convergence Rates ◽  
Norm Convergence ◽  
Lévy Density
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