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

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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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Bibliographic Details
Main Author:	Zu, Yang
Format:	Article
Published:	MDPI 2015
Subjects:	kernel deconvolution estimator; asymptotic normality; volatility density estimation
Online Access:	https://eprints.nottingham.ac.uk/45844/

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