KOPS - The Institutional Repository of the University of Konstanz

On nonparametric density estimation for multivariate linear long-memory processes

On nonparametric density estimation for multivariate linear long-memory processes

Cite This

Files in this item

Files Size Format View

There are no files associated with this item.

BERAN, Jan, Klaus TELKMANN, 2018. On nonparametric density estimation for multivariate linear long-memory processes. In: Communications in Statistics : Theory and Methods. 47(22), pp. 5460-5473. ISSN 0361-0926. eISSN 1532-415X. Available under: doi: 10.1080/03610926.2017.1395048

@article{Beran2018-11-17nonpa-41236, title={On nonparametric density estimation for multivariate linear long-memory processes}, year={2018}, doi={10.1080/03610926.2017.1395048}, number={22}, volume={47}, issn={0361-0926}, journal={Communications in Statistics : Theory and Methods}, pages={5460--5473}, author={Beran, Jan and Telkmann, Klaus} }

<rdf:RDF xmlns:dcterms="http://purl.org/dc/terms/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:bibo="http://purl.org/ontology/bibo/" xmlns:dspace="http://digital-repositories.org/ontologies/dspace/0.1.0#" xmlns:foaf="http://xmlns.com/foaf/0.1/" xmlns:void="http://rdfs.org/ns/void#" xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > <rdf:Description rdf:about="https://kops.uni-konstanz.de/rdf/resource/123456789/41236"> <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2018-02-05T15:47:15Z</dc:date> <bibo:uri rdf:resource="https://kops.uni-konstanz.de/handle/123456789/41236"/> <dc:contributor>Telkmann, Klaus</dc:contributor> <dcterms:issued>2018-11-17</dcterms:issued> <void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/> <dcterms:title>On nonparametric density estimation for multivariate linear long-memory processes</dcterms:title> <foaf:homepage rdf:resource="http://localhost:8080/jspui"/> <dc:creator>Telkmann, Klaus</dc:creator> <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2018-02-05T15:47:15Z</dcterms:available> <dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/rdf/resource/123456789/39"/> <dcterms:abstract xml:lang="eng">We consider nonparametric estimation of the density function and its derivatives for multivariate linear processes with long-range dependence. In a first step, the asymptotic distribution of the multivariate empirical process is derived. In a second step, the asymptotic distribution of kernel density estimators and their derivatives is obtained.</dcterms:abstract> <dc:contributor>Beran, Jan</dc:contributor> <dc:creator>Beran, Jan</dc:creator> <dc:language>eng</dc:language> <dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/rdf/resource/123456789/39"/> </rdf:Description> </rdf:RDF>

This item appears in the following Collection(s)

Search KOPS


Browse

My Account