Marginal density estimation for linear processes with cyclical long memory
Year: 2010
Type: preprint
Abstract: Some convergence results on the kernel density estimator are proven for a class of linear processes with cyclical effects. In particular we extend the results of Ho and Hsing (1996a) and Mielniczuk (1997) to the stationary processes for which the singularities of the spectral density are not limited to the origin. We show that the convergence rates and the limit distribution may be different in this context.
Source: arXiv (Cornell University)
Authors: Haye, Mohamedou Ould, Philippe, Anne
Institutions: University of Ottawa, Laboratoire de Mathématiques Jean Leray
Language: English
Subfield: Signal Processing
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4300188243