Kernel density estimator for strong mixing processes

DOI10.1016/J.JSPI.2004.01.009MaRDI QIDQ1781510zbMATH OpenOpenAlexFDO

Authors Tae Yoon Kim, Sangyeol Lee

Publication date 27 June 2005

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2004.01.009

zbMATH Keywords

Central limit theorem\(\alpha\)-mixing processesKernel density estimation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

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Cites work

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Cited in

(20)

• Central limit theorems for nonparametric estimators with real-time random variables
• Stationary bootstrap for kernel density estimators under -weak dependence
• Convergence rates of sums of \(\alpha\)-mixing triangular arrays: with an application to nonparametric drift function estimation of continuous-time processes
• Stationarity test based on density approach
• scientific article; zbMATH DE number 799019 (Why is no real title available?)
• scientific article; zbMATH DE number 2111564 (Why is no real title available?)
• Uniform strong estimation under \(\alpha\)-mixing, with rates
• Strong pointwise consistency of the \(k_T\)-occupation time density estimator
• scientific article; zbMATH DE number 3984334 (Why is no real title available?)
• Consistency of a nonparametric estimate of a density function for dependent variables
• Some inequalities for strong mixing random variables with applications to density estimation
• scientific article; zbMATH DE number 17218 (Why is no real title available?)
• Consistency of kernel density estimators for causal processes
• Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes
• Uniform strong consistency of histogram density estimation for dependent process
• Uniform convergence rates of kernel estimators with heterogeneous dependent data
• On a parametric family of sequential estimators of the density for a strong mixing process
• Nonparametric density estimation of a stationary mixing process
• scientific article; zbMATH DE number 5688432 (Why is no real title available?)
• scientific article; zbMATH DE number 7450322 (Why is no real title available?)

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