Recursive kernel density estimators under a weak dependence condition

DOI10.1007/BF00050839zbMath0722.62028OpenAlexW2057747694MaRDI QIDQ756326

Lanh Tat Tran

Publication date: 1990

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00050839

zbMATH Keywords

asymptotic normalityuniform convergencekerneldensity estimationabsolute regularitytime series modelsstrictly stationary sequenceAppropriate bandwidthsjoint densitiesweak dependence condition

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (9)

A new weak dependence condition and applications to moment inequalities ⋮ Nonparametric estimation of density, regression and dependence coefficients ⋮ Weighted probability density estimator with updated bandwidths ⋮ Berry-Esseen bounds for density estimates under NA assumption ⋮ Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes ⋮ The rate of complete consistency for recursive probability density estimator under strong mixing samples ⋮ Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses ⋮ Functional estimation for time series: Uniform convergence properties ⋮ Weak dependence beyond mixing and asymptotics for nonparametric regression

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