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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)\,…
math.PR2017
Limit theorems for functionals of two independent Gaussian processes
Jian Song, Fangjun Xu, Qian Yu
Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fra…