caa a22 4500 477062792 CHVBK 20180405111405.0 cr unu---uuuuu 170330e19960901xx s 000 0 eng 10.1007/BF00050847 doi (NATIONALLICENCE)springer-10.1007/BF00050847 Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation [Elektronische Daten] [Marc Hallin, Lanh Tran] The problem of estimating the marginal density of a linear process by kernel methods is considered. Under general conditions, kernel density estimators are shown to be asymptotically normal. Their limiting covariance matrix is computed. We also find the optimal bandwidth in the sense that it asymptotically minimizes the mean square error of the estimators. The assumptions involved are easily verifiable. Kluwer Academic Publishers, 1996 Density estimation nationallicence linear process nationallicence kernel nationallicence bandwidth nationallicence mean square error nationallicence Hallin Marc Institut de Statistique, Université Libre de Bruxelles, Campus de la Plaine CP 210, Boulevard du Triomphe, B-1050, Bruxelles, Belgium aut Tran Lanh Department of Mathematics, College of Arts and Sciences, Indiana University, Rawles Hall, 47405-5701, Bloomington, IN, U.S.A. aut Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 48/3(1996-09-01), 429-449 0020-3157 48:3<429 1996 48 10463 https://doi.org/10.1007/BF00050847 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/BF00050847 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Hallin Marc Institut de Statistique, Université Libre de Bruxelles, Campus de la Plaine CP 210, Boulevard du Triomphe, B-1050, Bruxelles, Belgium aut NATIONALLICENCE 700 1- Tran Lanh Department of Mathematics, College of Arts and Sciences, Indiana University, Rawles Hall, 47405-5701, Bloomington, IN, U.S.A aut NATIONALLICENCE 773 0- Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 48/3(1996-09-01), 429-449 0020-3157 48:3<429 1996 48 10463 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer