On a parametric family of sequential estimators of the density for a strong mixing process

DOI10.1016/J.CRMA.2009.01.026zbMath1157.62050OpenAlexW2028121317MaRDI QIDQ1009538

Aboubacar Amiri

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

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Remarks on some recursive estimators of a probability density
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Remarks on Some Nonparametric Estimates of a Density Function
• Recursive probability density estimation for weakly dependent stationary processes
• Inference and Prediction in Large Dimensions
• Recursive Estimates of Probability Densities
• A Note on Permanents
• On Estimation of a Probability Density Function and Mode

This page was built for publication: On a parametric family of sequential estimators of the density for a strong mixing process