Strong consistency and rates for recursive probability density estimators of stationary processes (Q1089711): Difference between revisions
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English | Strong consistency and rates for recursive probability density estimators of stationary processes |
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Strong consistency and rates for recursive probability density estimators of stationary processes (English)
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1987
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Authors's abstract: Let \(\{X_ j\}^{\infty}_{j=-\infty}\) be a vector-valued stationary process with a first-order univariate probability density f on \({\mathbb{R}}^ d\). Recursive estimation of f(x) from n not necessarily independent observations \(\{X_ j\}^ n_{j=1}\) is considered. For processes \(\{X_ j\}^{\infty}_{j=-\infty}\) which are asymptotically uncorrelated, sharp rates for the almost sure convergence of kernel-type estimators \(f_ n(x)\) are established.
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density estimation
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weakly dependent stationary processes
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vector-valued stationary process
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Recursive estimation
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not necessarily independent observations
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asymptotically uncorrelated
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sharp rates for the almost sure convergence of kernel-type estimators
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