Recursive probability density estimation for weakly dependent stationary processes (Q3738397)
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English | Recursive probability density estimation for weakly dependent stationary processes |
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Recursive probability density estimation for weakly dependent stationary processes (English)
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1986
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weakly dependent stationary processes
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asymptotic expressions for bias and variance/covariance
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quadratic-mean convergence
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asymptotically uncorrelated processes
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recursive estimation
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density estimation
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asymptotic behaviour of recursive kernel estimators
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mixing conditions
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consistency
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speed of convergence
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asymptotic normality
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