Nonparametric density estimation for nonmixing approximable stochastic processes

DOI10.1007/S11203-006-9002-8zbMath1131.62029OpenAlexW2052653557MaRDI QIDQ2475289

Salim Lardjane

Publication date: 11 March 2008

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-006-9002-8

zbMATH Keywords

Linear processesAutoregressive processesNear Epoch DependenceNonmixing processes

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Related Items (3)

Pointwise and uniform convergence of kernel density estimators using random bandwidths ⋮ Pointwise and uniform convergence of multivariate kernel density estimators using random bandwidths ⋮ Cross-validation Revisited

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