Recursive probability density estimation for weakly dependent stationary processes
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Publication:3738397
DOI10.1109/TIT.1986.1057163zbMath0602.62028OpenAlexW1992387042MaRDI QIDQ3738397
Publication date: 1986
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tit.1986.1057163
consistencyasymptotic normalitydensity estimationrecursive estimationspeed of convergencemixing conditionsweakly dependent stationary processesasymptotically uncorrelated processesquadratic-mean convergenceasymptotic behaviour of recursive kernel estimatorsasymptotic expressions for bias and variance/covariance
Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10)
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