On multivariate variable-kernel density estimates for time series
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Cites work
- scientific article; zbMATH DE number 3482646 (Why is no real title available?)
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- A Nonparametric Estimate of a Multivariate Density Function
- A note on empirical processes of strong-mixing sequences
- Consistency of a nonparametric estimate of a density function for dependent variables
- Data-driven bandwidth choice for density estimation based on dependent data
- Kernel density estimation under dependence
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- Nonparameteric estimation in mixing sequences of random variables
- Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences
- On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
- Probability Inequalities for Sums of Bounded Random Variables
- Recursive density estimation under dependence
- Robust Estimation of the First-Order Autoregressive Parameter
- Some mixing properties of time series models
- Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
- The mixing property of bilinear and generalised random coefficient autoregressive models
- The strong uniform consistency of nearest neighbor density estimates
- The strong uniform convergence of multivariate variable kernel estimates
- Variable Kernel Estimates of Multivariate Densities
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