Functional estimation of a density under a new weak dependence condition
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(29)- Pointwise adaptive estimation of the marginal density of a weakly dependent process
- Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models
- Kernel estimators of mode under -weak dependence
- Block bootstrapping for kernel density estimators under {\(\psi\)}-weak dependence
- Adaptive density estimation under weak dependence
- EXPONENTIAL INEQUALITIES AND FUNCTIONAL ESTIMATIONS FOR WEAK DEPENDENT DATA: APPLICATIONS TO DYNAMICAL SYSTEMS
- Recursive kernel estimation of the density under -weak dependence
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence
- Estimation de la densité d'une suite faiblement dépendante
- Stationary bootstrap for kernel density estimators under -weak dependence
- Density Estimation for One-Dimensional Dynamical Systems
- Random central limit theorems for linear processes with weakly dependent innovations
- Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence
- Almost sure convergence of recursive kernel estimatiors of the density and the regression under η− weak dependence
- Weak dependence for infinite ARCH-type bilinear models
- A simple integer-valued bilinear time series model
- Evaluation for moments of a ratio with application to regression estimation
- Kernel estimation for time series: an asymptotic theory
- Kernel conditional density and mode estimation for psi-weakly dependent observations
- Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence
- An empirical central limit theorem with applications to copulas under weak dependence
- Limit theorems for general recursive regression models involving weakly dependent functional data
- Estimation of the distribution and density functions using Bernstein polynomials under weak dependence
- Regression estimation by local polynomial fitting for multivariate data streams
- Semiparametric estimation for partially linear models with -weak dependent errors
- Convergence rates in the law of large numbers and in density estimation for associated random variables
- Probability and moment inequalities for sums of weakly dependent random variables, with applications
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
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