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math.ST2022
Kernel entropy estimation for long memory linear processes with infinite variance
Hui Liu, Fangjun Xu
Let be a long memory linear process with innovations in the domain of attraction of an -stable law . Assume that the linear process has…
math.ST2017
Kernel entropy estimation for linear processes
Hailing Sang, Yongli Sang, Fangjun Xu
Let be a linear process with bounded probability density function . We study the estimation of the quadratic functional $\int_{\mathbb{R}} f^2(x)\,…