A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise

This paper studies the asymptotic normality for the kernel deconvolution estimator when the noise distribution is logarithmic chi-square; both identical and independently distributed observations and strong mixing observations are considered. The dependent case of the result is applied to obtain the...

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Main Author: Zu, Yang
Format: Article
Published: MDPI 2015
Subjects:
Online Access:https://eprints.nottingham.ac.uk/45844/
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author Zu, Yang
author_facet Zu, Yang
author_sort Zu, Yang
building Nottingham Research Data Repository
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description This paper studies the asymptotic normality for the kernel deconvolution estimator when the noise distribution is logarithmic chi-square; both identical and independently distributed observations and strong mixing observations are considered. The dependent case of the result is applied to obtain the pointwise asymptotic distribution of the deconvolution volatility density estimator in discrete-time stochastic volatility models.
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institution University of Nottingham Malaysia Campus
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spelling nottingham-458442020-05-04T17:12:36Z https://eprints.nottingham.ac.uk/45844/ A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise Zu, Yang This paper studies the asymptotic normality for the kernel deconvolution estimator when the noise distribution is logarithmic chi-square; both identical and independently distributed observations and strong mixing observations are considered. The dependent case of the result is applied to obtain the pointwise asymptotic distribution of the deconvolution volatility density estimator in discrete-time stochastic volatility models. MDPI 2015-07-21 Article PeerReviewed Zu, Yang (2015) A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise. Econometrics, 3 (3). pp. 561-576. ISSN 2225-1146 kernel deconvolution estimator; asymptotic normality; volatility density estimation http://www.mdpi.com/2225-1146/3/3/561 doi:10.3390/econometrics3030561 doi:10.3390/econometrics3030561
spellingShingle kernel deconvolution estimator; asymptotic normality; volatility density estimation
Zu, Yang
A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise
title A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise
title_full A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise
title_fullStr A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise
title_full_unstemmed A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise
title_short A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise
title_sort note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise
topic kernel deconvolution estimator; asymptotic normality; volatility density estimation
url https://eprints.nottingham.ac.uk/45844/
https://eprints.nottingham.ac.uk/45844/
https://eprints.nottingham.ac.uk/45844/