On histograms for linear processes

DOI10.1016/0378-3758(95)00141-7MaRDI QIDQ1923431zbMATH OpenOpenAlexFDO

Authors M. Carbon, Lanh Tat Tran

Publication date 7 October 1996

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

Full work available at URL https://doi.org/10.1016/0378-3758(95)00141-7

zbMATH Keywords

bin widthdensity estimationhistogram estimateslinear processmarginal densityoptimal rates of convergenceuniform consistencyuniform convergence

Mathematics Subject Classification ID

Density estimation (62G07) Non-Markovian processes: estimation (62M09)

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Cites work

• Almost sure convergence of recursive density estimators for stationary mixing processes
• Averaged shifted histograms: Effective nonparametric density estimators in several dimensions
• Conditions for linear processes to be strong-mixing
• Convergence rates in density estimation for data from infinite-order moving average processes
• Data-driven bandwidth choice for density estimation based on dependent data
• Density estimation for linear processes
• GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION
• scientific article; zbMATH DE number 3949496 (Why is no real title available?)
• scientific article; zbMATH DE number 3608897 (Why is no real title available?)
• scientific article; zbMATH DE number 3420030 (Why is no real title available?)
• Kernel density estimation for linear processes
• NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS
• Nonparameteric estimation in mixing sequences of random variables
• Nonparametric curve estimation from time series
• Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE
• Note on the uniform convergence of density estimates for mixing random variables
• On empirical density function
• On optimal and data-based histograms
• On smoothed probability density estimation for stationary processes
• On stochastic complexity and nonparametric density estimation
• On the histogram as a density estimator:L 2 theory
• On the Strong Mixing Property for Linear Sequences
• Past and Future
• Quadratic errors for nonparametric estimates under dependence
• Recursive density estimation under dependence
• TIME SERIES RESIDUALS WITH APPLICATION TO PROBABILITY DENSITY ESTIMATION

Cited in

(13)

• Density estimation for time series by histograms
• \(L_{1}\)-rate of convergence of smoothed histogram
• Uniform strong consistency of histogram density estimation for dependent process
• Replicate Histograms
• Reverse chaos may not be a curseexamples of stationary reverse chaotic sequences whose density can be estimated with optimal i.i.d. rate
• Generalized piecewise linear histograms
• Histogram estimation of radon-nikodym derivatives for strong mixing data
• Histograms for stationary linear random fields
• scientific article; zbMATH DE number 1930135 (Why is no real title available?)
• Iterated modified histograms as dynamical systems
• Kernel density estimation for linear processes
• Histograms and associated point processes
• Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties

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