Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series

DOI10.1016/S0304-4149(96)00005-1zbMath0885.62046OpenAlexW2086560190MaRDI QIDQ1382534

Elias Masry

Publication date: 29 March 1998

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(96)00005-1

zbMATH Keywords

rate of convergencedensity estimationstrong consistencywavelet method

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (20)

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