Recursive probability density estimation for weakly dependent stationary processes (Q3738397)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 3971979
Language Label Description Also known as
default for all languages
No label defined
    English
    Recursive probability density estimation for weakly dependent stationary processes
    scientific article; zbMATH DE number 3971979

      Statements

      Recursive probability density estimation for weakly dependent stationary processes (English)
      0 references
      0 references
      1986
      0 references
      weakly dependent stationary processes
      0 references
      asymptotic expressions for bias and variance/covariance
      0 references
      quadratic-mean convergence
      0 references
      asymptotically uncorrelated processes
      0 references
      recursive estimation
      0 references
      density estimation
      0 references
      asymptotic behaviour of recursive kernel estimators
      0 references
      mixing conditions
      0 references
      consistency
      0 references
      speed of convergence
      0 references
      asymptotic normality
      0 references

      Identifiers