Kernel density estimation from ergodic sample is not universally consistent

DOI10.1016/0167-9473(92)90059-OMaRDI QIDQ2563616zbMATH OpenOpenAlexFDO

Authors László Györfi, Gábor Lugosi

Publication date 31 August 1997

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(92)90059-o

zbMATH Keywords

optimizationdensity estimationkernel estimateergodic observationrotation process

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

Cites work

• scientific article; zbMATH DE number 3870398 (Why is no real title available?)
• scientific article; zbMATH DE number 3227613 (Why is no real title available?)
• Convergence rates in density estimation for data from infinite-order moving average processes
• Nonparametric curve estimation from time series
• The L/sub 1/ and L/sub 2/ strong consistency of recursive kernel density estimation from dependent samples

Cited in

(8)

• Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis
• Nonparametric inference for ergodic, stationary time series
• Kernel density estimation for dynamical systems
• On density estimation from ergodic processes
• Limits to classification and regression estimation from ergodic processes
• A robust nonparametric estimation of the autoregression function under an ergodic hypothesis
• Nearest neighbor classification with dependent training sequences.
• Design adaptive nearest neighbor regression estimation

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