Asymptotics for Lp-norms of Fourier series density estimators |
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Authors: | Lajos Horváth |
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Institution: | 1. Bolyai Institute, Szeged University, Aradi vértanúk tere 1, H-6720, Szeged, Hungary 2. Department of Mathematics, University of Utah, 84112, Salt Lake City, Utah, USA
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Abstract: | LetX
1, X2, , be a sequence of independent, identically distributed bounded random variables with a smooth density functionf. We prove that
is asymptotically normal, wheref
m, n is the Fourier series density estimator offandw is a nonnegative weight function.Communicated by Edward B. Saff.AMS classification: Primary 60F05, 60F25; Secondary 62G05. |
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Keywords: | and phrases" target="_blank"> and phrases Fourier series Wiener process Stationary Gaussian processes Central limit theorem Density estimate |
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