Convergence of Hermite Series Density Estimators Under Conditions of Weak Dependence
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Publication:3842735
DOI10.1080/02331889808802636zbMath0905.62036OpenAlexW1996181318MaRDI QIDQ3842735
Publication date: 9 February 1999
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331889808802636
strong convergencemean square errormixing conditionsmean integrated square errorHermite series density estimators
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Cites Work
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- Hermite series estimates of a probability density and its derivatives
- Hermite series estimators for probability densities
- Cross-validation and the smoothing of orthogonal series density estimators
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- Limiting behavior of U-statistics for stationary, absolutely regular processes
- Estimation of Probability Density by an Orthogonal Series
- The Invariance Principle for Stationary Processes
- Convergence of stochastic processes
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