Influence de la longue mémoire sur le comportement asymptotique d'estimateurs fonctionnelsInfluence of long memory on the asymptotic behaviour of functional estimators |
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| Authors: | Graciela Estevez-Perez Philippe Vieu |
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| Affiliation: | 1. Departamento de Matématicas, Université de La Corogne, Espagne;2. Laboratoire de statistique et probabilités, Université Paul Sabatier, UMR CNRS 5583, 118 route de Narbonne, 31062 Toulouse cedex, France |
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| Abstract: | This Note gives asymptotic results for kernel estimators of several functionals (density, failure rate and distribution functions) of a long-memory process. The results are presented in such a way as to highlight the influence of the long dependence on the rates of convergence. To cite this article: G. Estevez-Perez, P. Vieu, C. R. Acad. Sci. Paris, Ser. I 335 (2002) 271–274. |
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