Asymptotic normality of kernel density estimators under dependence
From MaRDI portal
Recommendations
- Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes
- scientific article; zbMATH DE number 1775002
- Publication:4862147
- Asymptotic normality of kernel estimates of a density function under association dependence
- Kernel density estimation for linear processes
Cited in
(37)- Asymptotic normality of the recursive kernel regression estimate under dependence conditions
- Asymptotic normality for density kernel estimators in discrete and continuous time
- Asymptotic normality of kernel estimates of a density function under association dependence
- Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes
- Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
- Estimating a density under pointwise constraints on the derivatives
- Estimators in step regression models
- Local linear spatial regression
- Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes
- Functional asymptotic normality of the \(L_{2}\)-deviation of the kernel density estimation indexed by classes of weight functions
- Asymptotic normality of residual density estimator in stationary and explosive autoregressive models
- Nonparametric transformation to white noise
- Local linear fitting under near epoch dependence: uniform consistency with convergence rates
- Analysis 4: Discriminant analysis of seal data
- On the asymptotic normality of kernel density estimators for causal linear random fields
- On the asymptotic normality of the kernel estimators of the density function and its derivatives under censoring
- scientific article; zbMATH DE number 1044059 (Why is no real title available?)
- scientific article; zbMATH DE number 1112809 (Why is no real title available?)
- Berry-Esseen bounds for density estimates under NA assumption
- scientific article; zbMATH DE number 1775002 (Why is no real title available?)
- Local linear fitting under near epoch dependence
- scientific article; zbMATH DE number 837089 (Why is no real title available?)
- A flexible semiparametric forecasting model for time series
- Nonparametric estimation of probability density functions for irregularly observed spatial data
- Moderate deviation and large deviation for Wegman-Davies recursive density estimators
- Asymptotic normality of the local linear estimation of the conditional density for functional time-series data
- Confidence intervals for probability density functions under strong mixing samples
- Asymptotic normality of binned kernel density estimators for non-stationary dependent random variables
- On spatial processes and asymptotic inference under near-epoch dependence
- On the rates of asymptotic normality for recursive kernel density estimators under ϕ-mixing assumptions
- Kernel estimation for time series: an asymptotic theory
- Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes
- Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution
- Asymptotic normality of error density estimator in stationary and explosive autoregressive models
- Asymptotic normality, strong mixing and spectral density estimates
- Nonparametric estimation of conditional expectation
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
This page was built for publication: Asymptotic normality of kernel density estimators under dependence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5960146)