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- W2066704760 abstract "Abstract Hall and Hart (1990) proved that the mean integrated squared error (MISE) of a marginal kernel density estimator from an infinite moving average process X1, X2, … may be decomposed into the sum of MISE of the same kernel estimator for a random sample of the same size and a term proportional to the variance of the sample mean. Extending this, we show here that the phenomenon is rather general: the same result continues to hold if dependence is quantified in terms of the behaviour of a remainder term in a natural decomposition of the densities of (X1, X1+i), i = 1, 2, …." @default.
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- W2066704760 date "1997-05-01" @default.
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- W2066704760 title "On the asymptotic mean integrated squared error of a kernel density estimator for dependent data" @default.
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- W2066704760 doi "https://doi.org/10.1016/s0167-7152(96)00165-4" @default.
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