Density estimation for a class of stationary nonlinear processes

MaRDI QIDQ1881378zbMATH OpenFDO

Authors Kamal C. Chanda

Publication date 5 October 2004

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

central limit theoremalmost sure convergencenonlinear processbilinear processkernel type density estimators

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

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(11)

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• Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes
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• Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates
• ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES
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• Reverse chaos may not be a curseexamples of stationary reverse chaotic sequences whose density can be estimated with optimal i.i.d. rate
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• Sampling distribution for a class of estimators for nonregular linear processes

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