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Marginal density estimation for linear processes with seasonal long memory
Confidence band empirical process limit theorem mean integrated squared error
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2011/2/25
Some convergence results on the kernel density estimator are proven for a class of linear processes with seasonal effects.
Adaptive semiparametric wavelet estimator and goodness-of-fit test for long memory linear processes
Long range dependence linear processes wavelet estimator semiparametric estimator
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2011/1/18
This paper is first devoted to study an adaptive wavelet based estimator of the long memory parameter for linear processes in a general semi-parametric frame. This is an extension of Bardet et al. (20...
Marginal density estimation for linear processes with seasonal long memory
Marginal density estimation linear processes seasonal long memory
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2011/1/4
Some convergence results on the kernel density estimator are proven for a class of linear processes with seasonal effects. In particular we extend the results of Ho and Hsing (1996a) and Mielniczuk (1...
The Invariance Principle for Linear Processes Generated by a Negatively Associated Sequence and Its Applications
linear process negatively associated sequence
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2007/12/11
In this paper, we obtain the invariance principle for linear processes generated by a negatively associated sequence.