Strong consistency and rates for recursive probability density estimators of stationary processes

DOI10.1016/0047-259X(87)90077-7zbMath0619.62079MaRDI QIDQ1089711

László Györfi, Elias Masry

Publication date: 1987

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

density estimation; Recursive estimation; asymptotically uncorrelated; not necessarily independent observations; sharp rates for the almost sure convergence of kernel-type estimators; vector-valued stationary process; weakly dependent stationary processes

Mathematics Subject Classification ID

62G05: Nonparametric estimation

62M09: Non-Markovian processes: estimation

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