Author's: Kaouthar El Fassi and Lahcen Douge
Pages: [1] - [19]
Received Date: July 29, 2019; Revised September 30, 2019
Submitted by:
DOI: http://dx.doi.org/10.18642/jsata_7100122082
In this paper, we study the kernel estimate of the density function of
linear processes with dependent innovations. The asymptotic normality
is shown under general conditions and some conditions on the decay of
the weak dependence coefficients. Some numerical results based on
simulations are also presented and discussed.
linear process, dependence, kernel estimate.