Kernel density estimator for strong mixing processes
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Cites work
- ARCH models and financial applications
- Asymptotic normality of nonparametric estimators under -mixing condition
- Density estimation in the L^ norm for dependent data with applications to the Gibbs sampler
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- Kernel density estimation under dependence
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- Moment bounds for mixing random variables useful in nonparametric function estimation
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- On the Strong Mixing Property for Linear Sequences
- Reduced U-statistics and the Hodges-Lehmann estimator
- Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
- Uniform strong consistency of kernel density estimators under dependence
Cited in
(27)- On a parametric family of sequential estimators of the density for a strong mixing process
- Consistency of a nonparametric estimate of a density function for dependent variables
- Uniform strong estimation under \(\alpha\)-mixing, with rates
- Asymptotic normality for density kernel estimators in discrete and continuous time
- Kernel density estimation under weak dependence with sampled data
- Uniform strong consistency of kernel density estimators under dependence
- Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes
- Nonparametric density estimation of a stationary mixing process
- Uniform strong consistency of histogram density estimation for dependent process
- Central limit theorems for nonparametric estimators with real-time random variables
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- Stationary bootstrap for kernel density estimators under -weak dependence
- Consistency of kernel density estimators for causal processes
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- Stationarity test based on density approach
- Convergence rates of sums of -mixing triangular arrays: with an application to nonparametric drift function estimation of continuous-time processes
- Uniform convergence rates of kernel estimators with heterogeneous dependent data
- Some inequalities for strong mixing random variables with applications to density estimation
- Asymptotic properties for generalized edge frequency polygon of nonparametric density estimation
- Recursive generalized gamma kernel density estimation for nonnegative dependent data
- Strong pointwise consistency of the \(k_T\)-occupation time density estimator
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