Probability density estimation from sampled data

DOI10.1109/TIT.1983.1056736MaRDI QIDQ3670366zbMATH OpenOpenAlexFDO

Authors Elias Masry

Publication date 1983

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.1983.1056736

zbMATH Keywords

asymptotically uncorrelated processesbiascovariancedensity estimationdiscrete sampling schemeskernel estimatesmixing conditionspoint processquadratic-mean consistencyrates of quadratic-mean convergencerenewal processesstationary continuous-time process

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)

Cited in

(44)

• Improving density estimators of discretely observed processes by interpolation
• Kernel estimation and interpolation for time series containing missing observations
• On smoothed probability density estimation for stationary processes
• On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators
• Almost sure convergence of recursive density estimators for stationary mixing processes
• Nonparameteric estimation in mixing sequences of random variables
• Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators
• A local cross-validation algorithm for dependent data
• Kernel density estimation under weak dependence with sampled data
• Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
• Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations
• Finite sample performance of density estimators from unequally spaced data
• Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process
• Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes
• Kernel estimation of the regression function with random sampling times
• Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes
• Piecewise linear density estimation for sampled data
• Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response
• Local linear spatial regression
• Super optimal rates for nonparametric density estimation via projection estimators
• Asymptotic normality of kernel type regression estimators for random fields
• On the estimation of the marginal density of a moving average process
• Regularized nonparametric filtering of signal with unknown distribution in nonlinear observation model
• Estimacion no parametrica de curvas notables para datos dependientes
• Una clase de estimadores para los parametros de un proceso AR(1), obtenidos a partir de estimaciones no parametricas previas
• On the rate of convergence of recursive kernel estimates of probability densities
• Convergence of Hermite Series Density Estimators Under Conditions of Weak Dependence
• Optimal asymptotic quadratic error of nonparametric regression function estimates for a continuous-time process from sampled-data
• Kernel density estimation for random fields: TheL₁Theory
• Kernel density estimation for dynamical systems
• Nonparametric volatility density estimation for discrete time models
• Least-square estimators in linear regression models under negatively superadditive dependent random observations
• Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications
• Regularization of positive signal nonparametric filtering in multiplicative observation model
• ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE
• On the Consistency of Least Squares Estimator in Models Sampled at Random Times Driven by Long Memory Noise: The Jittered Case
• Nonparametric estimation of past extropy under -mixing dependence condition
• A probabilistic framework to achieve robust non‐fragile tuning methods: PD control of IPD‐modeled processes
• The normal approximation rate for the drift estimator of multidimensional diffusions
• Estimation of a multivariate stochastic volatility density by kernel deconvolution
• Asymptotic normality of kernel type density estimators for random fields
• Integrated consistency of smoothed probability density estimators for stationary sequences
• Kernel density estimation on random fields
• Nonparametric estimation of conditional expectation

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