On the strong uniform consistency of density estimation for strongly dependent sequences

DOI10.1016/0167-7152(94)00061-CzbMath0810.62039OpenAlexW2000618231MaRDI QIDQ1344816

Hwai-Chung Ho

Publication date: 22 February 1995

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00061-c

zbMATH Keywords

stationary sequenceGaussian random variableskernel density estimatesstrong uniform consistencystrongly dependent sequencenon-instantaneous filters

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15)

Related Items (2)

Limits to classification and regression estimation from ergodic processes ⋮ Nonparametric estimation under long memory dependence

Cites Work

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• Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
• On Non-Parametric Estimates of Density Functions and Regression Curves
• Kernel density estimation for linear processes

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