On a parametric family of sequential estimators of the density for a strong mixing process
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Publication:1009538
DOI10.1016/J.CRMA.2009.01.026zbMath1157.62050OpenAlexW2028121317MaRDI QIDQ1009538
Publication date: 2 April 2009
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2009.01.026
Density estimation (62G07) Non-Markovian processes: estimation (62M09) Sequential estimation (62L12)
Related Items (5)
Recursive kernel estimator in a semiparametric regression model ⋮ Asymptotic normality of recursive estimators under strong mixing conditions ⋮ Nonparametric conditional density estimation for censored data based on a recursive kernel ⋮ Nonparametric recursive density estimation for spatial data ⋮ Bandwidth selection for the Wolverton-Wagner estimator
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- Recursive Estimates of Probability Densities
- A Note on Permanents
- On Estimation of a Probability Density Function and Mode
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