Almost sure convergence of recursive density estimators for stationary mixing processes (Q1094772): Difference between revisions
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Revision as of 23:01, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure convergence of recursive density estimators for stationary mixing processes |
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Almost sure convergence of recursive density estimators for stationary mixing processes (English)
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1987
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Kernel estimators of the marginal probability density of a multivariate stationary mixing process are considered. Under certain conditions on the kernel, bandwidth parameters and the rate of mixing, strong consistency and the rates of strong convergence of kernel estimators are obtained. The proof depends mainly on the convergence property of mixingales, which is a generalization of the martingale convergence property.
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almost sure convergence
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recursive density estimators
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Kernel estimators
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marginal probability density
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multivariate stationary mixing process
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bandwidth parameters
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rate of mixing
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strong consistency
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rates of strong convergence
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convergence property of mixingales
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martingale convergence property
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