Consistency of kernel density estimators for causal processes (Q476939): Difference between revisions

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+On some global measures of the deviations of density function estimates
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+Nonparametric statistics for stochastic processes
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+Some universal results on the behavior of increments of partial sums
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+An empirical process approach to the uniform consistency of kernel-type function estimators
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+Uniform in bandwidth consistency of kernel-type function estimators
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+Nonlinear time series. Nonparametric and parametric methods
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+Q4095599
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+On consistency of kernel density estimators for randomly censored data: Rates holding uniformly over adaptive intervals
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+Rates of strong uniform consistency for multivariate kernel density estimators. (Vitesse de convergence uniforme presque sûre pour des estimateurs à noyaux de densités multivariées)
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+Weighted uniform consistency of kernel density estimators.
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+Uniform limit theorems for wavelet density estimators
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+Strong convergence of sums of \(\varphi\)-mixing random variables
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+Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
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+Strong approximation for a class of stationary processes
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+Q4838527
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+Large deviations of sums of independent random variables
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+On Estimation of a Probability Density Function and Mode
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+Properties of uniform consistency of the kernel estimators of density and regression functions under dependence assumptions
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+Q4692920
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+Remarks on Some Nonparametric Estimates of a Density Function
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+Nonparameteric estimation in mixing sequences of random variables
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+Empirical distribution function for mixing random variables. application in nonparametric hazard estimation
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+Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
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+The oscillation behavior of empirical processes
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+A law of the logarithm for kernel density estimators
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+The oscillation behavior of empirical processes: The multivariate case
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+Conditions for linear processes to be strong-mixing
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+On the Maximum Deviation of the Sample Density
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+Strong invariance principles for dependent random variables
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+Kernel estimation for time series: an asymptotic theory
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+Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences
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+Density estimation in the \(L^ \infty\) norm for dependent data with applications to the Gibbs sampler
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