Nonparametric density estimators based on nonstationary absolutely regular random sequences (Q1815747): Difference between revisions
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Latest revision as of 08:14, 6 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric density estimators based on nonstationary absolutely regular random sequences |
scientific article |
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Nonparametric density estimators based on nonstationary absolutely regular random sequences (English)
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18 November 1996
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Summary: The central limit theorems for the density estimator and for the integrated square error are proved for the case when the underlying sequence of random variables is nonstationary. Applications to Markov processes and ARMA processes are provided.
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density estimators
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nonstationary absolutely regular random sequences
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strong mixing
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phi-mixing
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central limit theorems
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ARMA processes
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