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

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