On kernel estimators of density for reversible Markov chains (Q2348330): Difference between revisions

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+Nonparametric statistics for stochastic processes. Estimation and prediction.
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+Asymptotic normality for density kernel estimators in discrete and continuous time
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+Asymptotic normality of some kernel-type estimators of probability density
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+Necessary and sufficient conditions for the conditional central limit theorem
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+Smoothing techniques. With implementation in S
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+Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
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+Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for reversible Markov processes
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+Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition
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+Asymptotic normality of kernel estimates of a density function under association dependence
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+Normal fluctuations and the FKG inequalities
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+On Estimation of a Probability Density Function and Mode
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+Asymptotic theory of weakly dependent stochastic processes
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+Remarks on Some Nonparametric Estimates of a Density Function
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+A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
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+Kernel estimation for time series: an asymptotic theory
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