Abstract
This note considers the kernel estimation of a linear random field on Z 2. Instead of imposing certain mixing conditions on the random fields, it is assumed that the weights of the innovations satisfy a summability property. By building a martingale decomposition based on a suitable filtration, asymptotic normality is proven for the kernel estimator of the marginal density of the random field.
| Original language | English |
|---|---|
| Pages (from-to) | 267-286 |
| Number of pages | 20 |
| Journal | Journal of Theoretical Probability |
| Volume | 21 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 2008 Jun 1 |
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All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Mathematics(all)
- Statistics, Probability and Uncertainty
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A note on asymptotic normality of kernel estimation for linear random fields on Z 2. / Cheng, Tsung Lin; Ho, Hwai Chung; Lu, Xuewen.
In: Journal of Theoretical Probability, Vol. 21, No. 2, 01.06.2008, p. 267-286.Research output: Contribution to journal › Article
TY - JOUR
T1 - A note on asymptotic normality of kernel estimation for linear random fields on Z 2
AU - Cheng, Tsung Lin
AU - Ho, Hwai Chung
AU - Lu, Xuewen
PY - 2008/6/1
Y1 - 2008/6/1
N2 - This note considers the kernel estimation of a linear random field on Z 2. Instead of imposing certain mixing conditions on the random fields, it is assumed that the weights of the innovations satisfy a summability property. By building a martingale decomposition based on a suitable filtration, asymptotic normality is proven for the kernel estimator of the marginal density of the random field.
AB - This note considers the kernel estimation of a linear random field on Z 2. Instead of imposing certain mixing conditions on the random fields, it is assumed that the weights of the innovations satisfy a summability property. By building a martingale decomposition based on a suitable filtration, asymptotic normality is proven for the kernel estimator of the marginal density of the random field.
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UR - http://www.scopus.com/inward/citedby.url?scp=42349111702&partnerID=8YFLogxK
U2 - 10.1007/s10959-008-0146-x
DO - 10.1007/s10959-008-0146-x
M3 - Article
AN - SCOPUS:42349111702
VL - 21
SP - 267
EP - 286
JO - Journal of Theoretical Probability
JF - Journal of Theoretical Probability
SN - 0894-9840
IS - 2
ER -