Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process

  1. Saavedra, A.
  2. Cao, R.
Journal:
Stochastic Processes and their Applications

ISSN: 0304-4149

Year of publication: 1999

Volume: 80

Issue: 2

Pages: 129-155

Type: Article

DOI: 10.1016/S0304-4149(98)00091-X GOOGLE SCHOLAR lock_openOpen access editor