Consistency of kernel density estimators for causal processes
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Cites work
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- scientific article; zbMATH DE number 799019 (Why is no real title available?)
- scientific article; zbMATH DE number 3195732 (Why is no real title available?)
- A law of the logarithm for kernel density estimators
- An empirical process approach to the uniform consistency of kernel-type function estimators
- Conditions for linear processes to be strong-mixing
- Density estimation in the L^ norm for dependent data with applications to the Gibbs sampler
- Empirical distribution function for mixing random variables. application in nonparametric hazard estimation
- Kernel estimation for time series: an asymptotic theory
- Large deviations of sums of independent random variables
- Nonlinear time series. Nonparametric and parametric methods
- Nonparameteric estimation in mixing sequences of random variables
- Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences
- Nonparametric statistics for stochastic processes
- On Estimation of a Probability Density Function and Mode
- On consistency of kernel density estimators for randomly censored data: Rates holding uniformly over adaptive intervals
- On some global measures of the deviations of density function estimates
- On the Maximum Deviation of the Sample Density
- Properties of uniform consistency of the kernel estimators of density and regression functions under dependence assumptions
- Rates of strong uniform consistency for multivariate kernel density estimators. (Vitesse de convergence uniforme presque sûre pour des estimateurs à noyaux de densités multivariées)
- Remarks on Some Nonparametric Estimates of a Density Function
- Some universal results on the behavior of increments of partial sums
- Strong approximation for a class of stationary processes
- Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
- Strong convergence of sums of \(\varphi\)-mixing random variables
- Strong invariance principles for dependent random variables
- The oscillation behavior of empirical processes
- The oscillation behavior of empirical processes: The multivariate case
- Uniform in bandwidth consistency of kernel-type function estimators
- Uniform limit theorems for wavelet density estimators
- Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
- Weighted uniform consistency of kernel density estimators.
Cited in
(5)- scientific article; zbMATH DE number 2135448 (Why is no real title available?)
- Kernel density estimation for dynamical systems
- Consistency results for the kernel density estimate on continuous time stationary and dependent data
- Kernel estimation for time series: an asymptotic theory
- Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes
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