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- Takada, Teruko, 2009. "Simulated minimum Hellinger distance estimation of stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2390-2403, April.
- Longla, Martial & Peligrad, Magda & Sang, Hailin, 2015. "On kernel estimators of density for reversible Markov chains," Statistics & Probability Letters, Elsevier, vol. 100(C), pages 149-157.
- Jing Wang, 2012. "Modelling time trend via spline confidence band," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(2), pages 275-301, April.
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Keywords
Central limit theorem [alpha]-mixing condition Kernel density estimator Hermite series estimator Regression estimator;Statistics
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