Pages that link to "Item:Q1094772"
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The following pages link to Almost sure convergence of recursive density estimators for stationary mixing processes (Q1094772):
Displaying 17 items.
- Berry-Esseen bounds for density estimates under NA assumption (Q451295) (← links)
- Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates (Q583762) (← links)
- Recursive kernel density estimators under a weak dependence condition (Q756326) (← links)
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
- Hazard rate estimation under dependence conditions (Q1121614) (← links)
- Density estimation for time series by histograms (Q1330219) (← links)
- Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation (Q1359395) (← links)
- Recursive local polynomial regression under dependence conditions (Q1580822) (← links)
- Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations (Q1586981) (← links)
- On histograms for linear processes (Q1923431) (← links)
- Nonparametric estimation for stationary and strongly mixing processes on Riemannian manifolds (Q2100129) (← links)
- Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator (Q2156008) (← links)
- Recursive estimation for stochastic damping hamiltonian systems (Q3455255) (← links)
- Nonparametric regression for nonstationary processes (Q4485017) (← links)
- Online Kernel estimation of stationary stochastic diffusion models (Q4555126) (← links)
- On the rates of asymptotic normality for recursive kernel density estimators under <i>ϕ</i>-mixing assumptions (Q5742400) (← links)
- Kernel density estimation for linear processes (Q5905553) (← links)