Kernel density estimation under dependence

DOI10.1016/0167-7152(90)90073-GzbMath0778.62036OpenAlexW2064385225MaRDI QIDQ1813323

Lanh Tat Tran

Publication date: 25 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90073-g

zbMATH Keywords

rates of convergencekernel density estimationbandwithstrong mixing conditionweakly dependent random variablesuniform strong consistency

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (18)

On multivariate variable-kernel density estimates for time series ⋮ Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator ⋮ Wavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-losses ⋮ Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series ⋮ On bandwidth choice for density estimation with dependent data ⋮ Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation ⋮ Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series ⋮ OnL₁-consistency of kernel-type density estimator for stationary markov processes ⋮ Order Choice in Nonlinear Autoregressive Models ⋮ Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence ⋮ Quadratic errors for nonparametric estimates under dependence ⋮ The estimation of the correlation coefficient of bivariate data under dependence: convergence analysis ⋮ Kernel density estimator for strong mixing processes ⋮ Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses ⋮ Minimum distance regression-type estimates with rates under weak dependence ⋮ Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model ⋮ Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition ⋮ Effect of dependence on stochastic measures of accuracy of density estimators

Cites Work

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• Approximation theorems for strongly mixing random variables
• Some mixing properties of time series models
• Nonparameteric estimation in mixing sequences of random variables
• A note on empirical processes of strong-mixing sequences
• Nonparametric estimation in Markov processes
• Remarks on Some Nonparametric Estimates of a Density Function
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• On Estimation of a Probability Density Function and Mode

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