Recursive probability density estimation for weakly dependent stationary processes (Q3738397): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:41, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive probability density estimation for weakly dependent stationary processes |
scientific article |
Statements
Recursive probability density estimation for weakly dependent stationary processes (English)
0 references
1986
0 references
weakly dependent stationary processes
0 references
asymptotic expressions for bias and variance/covariance
0 references
quadratic-mean convergence
0 references
asymptotically uncorrelated processes
0 references
recursive estimation
0 references
density estimation
0 references
asymptotic behaviour of recursive kernel estimators
0 references
mixing conditions
0 references
consistency
0 references
speed of convergence
0 references
asymptotic normality
0 references
