Abstract
This chapter is primarily devoted to a discussion of asymptotics when the size of a sample tends to infinity. Nowadays it is customary to study the asymptotics via a filtering model thanks to the equivalence principle, which basically says that under certain conditions an asymptotic result proved for a filtering model also holds for corresponding density, regression, and spectral density models.
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© 1999 Springer-Verlag New York, Inc.
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(1999). Filtering and Asymptotics. In: Nonparametric Curve Estimation. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-0-387-22638-5_7
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DOI: https://doi.org/10.1007/978-0-387-22638-5_7
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-98740-8
Online ISBN: 978-0-387-22638-5
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