Asymptotic properties of recursive kernel density estimation for long-span high-frequency data (Q6964900)

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Asymptotic properties of recursive kernel density estimation for long-span high-frequency data

scientific article; zbMATH DE number 8058950

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English	Asymptotic properties of recursive kernel density estimation for long-span high-frequency data	scientific article; zbMATH DE number 8058950

Statements

instance of

scholarly article

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title

Asymptotic properties of recursive kernel density estimation for long-span high-frequency data (English)

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Communications in Statistics. Theory and Methods

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publication date

4 July 2025

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MaRDI profile type

MaRDI publication profile

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cites work

Nonparametric recursive density estimation for spatial data

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Power Variation and Time Change

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Kernel Density Estimation and Goodness-of-Fit Test in Adaptive Tracking

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Stationarity and geometric ergodicity of BEKK multivariate GARCH models

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Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method

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MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS

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Invariant density estimation for a reflected diffusion using an Euler scheme

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Nonlinearity and temporal dependence

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Recursive estimation of the mode of a multivariate density

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Nonlinear time series. Nonparametric and parametric methods

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On the Strong Mixing Property for Linear Sequences

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On asymptotic theory for multivariate GARCH models

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A Note on Permanents

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Prediction-based estimation for diffusion models with high-frequency data

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Adaptive testing method for ergodic diffusion processes based on high frequency data

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Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data

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On Strong Mixing Conditions for Stationary Gaussian Processes

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Semi-recursive kernel conditional density estimators under random censorship and dependent data

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Hypoelliptic stochastic Fitzhugh-Nagumo neuronal model: mixing, up-crossing and estimation of the spike rate

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Asymptotic normality of recursive density estimates under some dependence assumptions

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Berry-Esseen bounds of recursive kernel estimator of density under strong mixing assumptions

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Recursive probability density estimation for weakly dependent stationary processes

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Strong consistency and rates for recursive probability density estimators of stationary processes

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Recursive kernel estimation of the density under \(\eta\)-weak dependence

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The stochastic approximation method for the estimation of a multivariate probability density

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Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator

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Estimation for the invariant law of an ergodic diffusion process based on high-frequency data

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Adaptive robust large volatility matrix estimation based on high-frequency financial data

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Bandwidth selection for recursive kernel density estimators defined by stochastic approximation method

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Recursive kernel density estimators under missing data

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Optimal bandwidth selection for recursive Gumbel kernel density estimators

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Smoothing parameters for recursive kernel density estimators under censoring

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Recursive density estimation under dependence

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Remarks on some recursive estimators of a probability density

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Conditions for linear processes to be strong-mixing

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Lasso guarantees for \(\beta \)-mixing heavy-tailed time series

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On the rates of asymptotic normality for recursive kernel density estimators under <i>ϕ</i>-mixing assumptions

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Uniform asymptotic normality of the regression weighted estimator for strong mixing samples

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Strong consistency of parameter estimation for the CIR integrated diffusion process with long-span high-frequency data

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Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process

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Identifiers

DOI

10.1080/03610926.2024.2417813

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Mathematics Subject Classification ID

62G07

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zbMATH DE Number

8058950

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Sitelinks

Mathematics(1 entry)

mardi Asymptotic properties of recursive kernel density estimation for long-span high-frequency data