Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates (Q583762): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62G05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M09 / rank | |||
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| Property / zbMATH DE Number: 4133319 / rank | |||
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conditioning on past behaviour | |||
| Property / zbMATH Keywords: conditioning on past behaviour / rank | |||
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almost sure convergence rates | |||
| Property / zbMATH Keywords: almost sure convergence rates / rank | |||
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real- valued stationary process | |||
| Property / zbMATH Keywords: real- valued stationary process / rank | |||
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Recursive kernel estimators | |||
| Property / zbMATH Keywords: Recursive kernel estimators / rank | |||
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joint probability density | |||
| Property / zbMATH Keywords: joint probability density / rank | |||
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conditional probability densities | |||
| Property / zbMATH Keywords: conditional probability densities / rank | |||
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conditional expectations | |||
| Property / zbMATH Keywords: conditional expectations / rank | |||
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strong consistency | |||
| Property / zbMATH Keywords: strong consistency / rank | |||
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mixing conditions | |||
| Property / zbMATH Keywords: mixing conditions / rank | |||
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Revision as of 19:25, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates |
scientific article |
Statements
Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates (English)
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1989
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conditioning on past behaviour
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almost sure convergence rates
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real- valued stationary process
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Recursive kernel estimators
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joint probability density
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conditional probability densities
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conditional expectations
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strong consistency
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mixing conditions
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