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Representations of multidimensional linear process bridges
multidimensional linear process bridges math
2010/11/8
We derive bridges from general multidimensional linear non time-homogeneous processes using only the transition densities of the original process giving their integral representations (in terms of a s...
Note on asymptotic normality of kernel density estimator for linear process under short-range dependence
asymptotic normality kernel density estimator linear process short-range dependence
2009/9/21
Wc mnf;i&r the paablem of density estimation for
m a one-sided linear prosees X, = zt _ , a, Z, , with i.id square iategra-
Me kovatims - We prove that under weak contritions on
(ai)&, which imply ...