Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141): Difference between revisions

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English	Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations	scientific article

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instance of

scholarly article

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title

Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (English)

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author

Michael H. Neumann

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published in

The Annals of Statistics

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publication date

9 November 1999

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zbMATH Keywords

density estimation

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weak dependence

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mixing

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whitening by windowing

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time series

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strong approximation

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bootstrap

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simultaneous confidence bands

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1214/aos/1024691367

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On some global measures of the deviations of density function estimates

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Stability of nonlinear Hawkes processes

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Blockwise bootstrapped empirical process for stationary sequences

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Q3219527

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Mixing: Properties and examples

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Invariance principles for absolutely regular empirical processes

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Q3796480

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Bootstrap methods: another look at the jackknife

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Q3959963

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Approximation by quadrilateral finite elements

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Properties of the nonparametric autoregressive bootstrap

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Nonparametric curve estimation from time series

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On convergence rates of suprema

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The bootstrap and Edgeworth expansion

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Q4272800

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On smoothing and the bootstrap

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Convergence rates in density estimation for data from infinite-order moving average processes

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Comparing nonparametric versus parametric regression fits

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Some automated methods of smoothing time-dependent data

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An approximation of partial sums of independent RV'-s, and the sample DF. I

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Nonparametric Versus Parametric Goodness of Fit

0 references

The jackknife and the bootstrap for general stationary observations

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Probability density estimation from dependent observations using wavelets orthonormal bases

0 references

Mixing properties of ARMA processes

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Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes)

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Automatic bandwidth choice and confidence intervals in nonparametric regression

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Regression-type inference in nonparametric autoregression

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The mixing property of bilinear and generalised random coefficient autoregressive models

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Some mixing properties of time series models

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A course on point processes

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NONPARAMETRIC ESTIMATORS FOR TIME SERIES

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Q3395931

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The bootstrap: To smooth or not to smooth?

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Q3776383

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Density estimation for time series by histograms

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Density estimation in the \(L^ \infty\) norm for dependent data with applications to the Gibbs sampler

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Identifiers

zbMATH Open document ID

0930.62038

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DOI

10.1214/aos/1024691367

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1807141

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@@ Property / cites work: Q4031244 / rank @@
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@@ Property / cites work @@
+Q3142705
@@ Property / cites work: Q3142705 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4847447
@@ Property / cites work: Q4847447 / rank @@
+Normal rank
@@ Property / cites work @@
+On some global measures of the deviations of density function estimates
+Normal rank
@@ Property / cites work @@
+Stability of nonlinear Hawkes processes
@@ Property / cites work: Stability of nonlinear Hawkes processes / rank @@
+Normal rank
@@ Property / cites work @@
+Blockwise bootstrapped empirical process for stationary sequences
+Normal rank
@@ Property / cites work @@
+Q3219527
@@ Property / cites work: Q3219527 / rank @@
+Normal rank
@@ Property / cites work @@
+Mixing: Properties and examples
@@ Property / cites work: Mixing: Properties and examples / rank @@
+Normal rank
@@ Property / cites work @@
+Invariance principles for absolutely regular empirical processes
+Normal rank
@@ Property / cites work @@
+Q3796480
@@ Property / cites work: Q3796480 / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap methods: another look at the jackknife
@@ Property / cites work: Bootstrap methods: another look at the jackknife / rank @@
+Normal rank
@@ Property / cites work @@
+Q3959963
@@ Property / cites work: Q3959963 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation by quadrilateral finite elements
@@ Property / cites work: Approximation by quadrilateral finite elements / rank @@
+Normal rank
@@ Property / cites work @@
+Properties of the nonparametric autoregressive bootstrap
+Normal rank
@@ Property / cites work @@
+Nonparametric curve estimation from time series
@@ Property / cites work: Nonparametric curve estimation from time series / rank @@
+Normal rank
@@ Property / cites work @@
+On convergence rates of suprema
@@ Property / cites work: On convergence rates of suprema / rank @@
+Normal rank
@@ Property / cites work @@
+The bootstrap and Edgeworth expansion
@@ Property / cites work: The bootstrap and Edgeworth expansion / rank @@
+Normal rank
@@ Property / cites work @@
+Q4272800
@@ Property / cites work: Q4272800 / rank @@
+Normal rank
@@ Property / cites work @@
+On smoothing and the bootstrap
@@ Property / cites work: On smoothing and the bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence rates in density estimation for data from infinite-order moving average processes
+Normal rank
@@ Property / cites work @@
+Comparing nonparametric versus parametric regression fits
+Normal rank
@@ Property / cites work @@
+Some automated methods of smoothing time-dependent data
+Normal rank
@@ Property / cites work @@
+An approximation of partial sums of independent RV'-s, and the sample DF. I
+Normal rank
@@ Property / cites work @@
+Nonparametric Versus Parametric Goodness of Fit
@@ Property / cites work: Nonparametric Versus Parametric Goodness of Fit / rank @@
+Normal rank
@@ Property / cites work @@
+The jackknife and the bootstrap for general stationary observations
+Normal rank
@@ Property / cites work @@
+Probability density estimation from dependent observations using wavelets orthonormal bases
+Normal rank
@@ Property / cites work @@
+Mixing properties of ARMA processes
@@ Property / cites work: Mixing properties of ARMA processes / rank @@
+Normal rank
@@ Property / cites work @@
+Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes)
+Normal rank
@@ Property / cites work @@
+Automatic bandwidth choice and confidence intervals in nonparametric regression
+Normal rank
@@ Property / cites work @@
+Regression-type inference in nonparametric autoregression
+Normal rank
@@ Property / cites work @@
+The mixing property of bilinear and generalised random coefficient autoregressive models
+Normal rank
@@ Property / cites work @@
+Some mixing properties of time series models
@@ Property / cites work: Some mixing properties of time series models / rank @@
+Normal rank
@@ Property / cites work @@
+A course on point processes
@@ Property / cites work: A course on point processes / rank @@
+Normal rank
@@ Property / cites work @@
+NONPARAMETRIC ESTIMATORS FOR TIME SERIES
@@ Property / cites work: NONPARAMETRIC ESTIMATORS FOR TIME SERIES / rank @@
+Normal rank
@@ Property / cites work @@
+Q3395931
@@ Property / cites work: Q3395931 / rank @@
+Normal rank
@@ Property / cites work @@
+The bootstrap: To smooth or not to smooth?
@@ Property / cites work: The bootstrap: To smooth or not to smooth? / rank @@
+Normal rank
@@ Property / cites work @@
+Q3776383
@@ Property / cites work: Q3776383 / rank @@
+Normal rank
@@ Property / cites work @@
+Density estimation for time series by histograms
@@ Property / cites work: Density estimation for time series by histograms / rank @@
+Normal rank
@@ Property / cites work @@
+Density estimation in the \(L^ \infty\) norm for dependent data with applications to the Gibbs sampler
+Normal rank