Frequency polygons for weakly dependent processes (Q1380558): Difference between revisions

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+MaRDI publication profile
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+Mixing properties of harris chains and autoregressive processes
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+Q3739966
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+The Invariance Principle for Stationary Processes
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+A note on empirical processes of strong-mixing sequences
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+On the Strong Mixing Property for Linear Sequences
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+Nonparametric curve estimation from time series
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+Q3911791
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+Data-driven bandwidth choice for density estimation based on dependent data
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+Some Limit Theorems for Stationary Processes
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+Note on the uniform convergence of density estimates for mixing random variables
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+Recent Developments in Nonparametric Density Estimation
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+Recursive probability density estimation for weakly dependent stationary processes
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+Strong consistency and rates for recursive probability density estimators of stationary processes
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+NONPARAMETRIC ESTIMATORS FOR TIME SERIES
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+TIME SERIES RESIDUALS WITH APPLICATION TO PROBABILITY DENSITY ESTIMATION
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+A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
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+Nonparameteric estimation in mixing sequences of random variables
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+Frequency Polygons: Theory and Application
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+Recursive density estimation under dependence
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+Density estimation for time series by histograms
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+Central Limit Theorems for dependent variables. I
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0167-7152(96)00104-6
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+W2000203647
@@ Property / OpenAlex ID: W2000203647 / rank @@
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