Kernel density estimator for strong mixing processes (Q1781510): Difference between revisions

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+https://doi.org/10.1016/j.jspi.2004.01.009
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+W1991361749
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+Q5560061
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+Reduced U-statistics and the Hodges-Lehmann estimator
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+Moment bounds for mixing random variables useful in nonparametric function estimation
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+On the Strong Mixing Property for Linear Sequences
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+ARCH models and financial applications
@@ Property / cites work: ARCH models and financial applications / rank @@
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+Uniform strong consistency of kernel density estimators under dependence
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+Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
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+Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition
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+Q4847447
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+NONPARAMETRIC ESTIMATORS FOR TIME SERIES
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+Nonparameteric estimation in mixing sequences of random variables
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+Moment inequalities for mixing sequences of random variables
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+Kernel density estimation under dependence
@@ Property / cites work: Kernel density estimation under dependence / rank @@
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+Density estimation in the \(L^ \infty\) norm for dependent data with applications to the Gibbs sampler
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