A Note on the Asymptotic Normality of the Kernel Deconvolution Density Estimator with Logarithmic Chi-Square Noise

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: Yang Zu
Format: Article
Language:English
Published: MDPI AG 2015-07-01
Series:Econometrics
Subjects:
kernel deconvolution estimator
asymptotic normality
volatility density estimation
Online Access:http://www.mdpi.com/2225-1146/3/3/561

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