Density estimation is a fundamental component in statistical analysis, aiming to infer the probability distribution of a random variable from a finite sample without imposing restrictive parametric ...
Convergence rates of kernel density estimators for stationary time series are well studied. For invertible linear processes, we construct a new density estimator that ...
In this article we introduce a nonparametric estimator of the spectral density by smoothing the periodogram using beta kernel density. The estimator is proved to be bounded for short memory data and ...
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