Convergence of Hermite Series Density Estimators Under Conditions of Weak Dependence (Q3842735): Difference between revisions

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+Mixing properties of harris chains and autoregressive processes
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+The Invariance Principle for Stationary Processes
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+Q5822308
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+Mixing: Properties and examples
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+Density estimation for non–stationary markov processes
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+Asymptotic efficiency of classifying procedures using the Hermite series estimate of multivariate probability densities (Corresp.)
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+Hermite series estimates of a probability density and its derivatives
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+Cross-validation and the smoothing of orthogonal series density estimators
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+Hermite series estimators for probability densities
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+Strong convergence of sums of \(\varphi\)-mixing random variables
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+Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
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+Probability density estimation from sampled data
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+Convergence of stochastic processes
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+The functional law of the iterated logarithm for stationary strongly mixing sequences
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+Q3253942
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+Estimation of Probability Density by an Orthogonal Series
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+Orthogonal series estimators and cross-validation
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+Optimal convergence properties of variable knot, kernel, and orthogonal series methods for density estimation
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+Properties of Hermite series estimation of probability density
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+Limiting behavior of U-statistics for stationary, absolutely regular processes
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