On a parametric family of sequential estimators of the density for a strong mixing process

DOI10.1016/J.CRMA.2009.01.026MaRDI QIDQ1009538zbMATH OpenOpenAlexFDO

Authors Aboubacar Amiri

Publication date 2 April 2009

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2009.01.026

Mathematics Subject Classification ID

Density estimation (62G07) Sequential estimation (62L12) Non-Markovian processes: estimation (62M09)

Recommendations

• Strong consistency and rates for recursive nonparametric conditional probability density estimates under \((\alpha{}, \beta{})\)-mixing conditions
• Nonparametric density estimation of a stationary mixing process
• Recursive probability density estimation for weakly dependent stationary processes
• sequential estimation of the hgarginal density function for a strongly mixing process
• Kernel density estimator for strong mixing processes

Cites work

• A Note on Permanents
• scientific article; zbMATH DE number 3441471 (Why is no real title available?)
• scientific article; zbMATH DE number 3403635 (Why is no real title available?)
• scientific article; zbMATH DE number 3406971 (Why is no real title available?)
• Inference and Prediction in Large Dimensions
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• On Estimation of a Probability Density Function and Mode
• Recursive Estimates of Probability Densities
• Recursive probability density estimation for weakly dependent stationary processes
• Remarks on Some Nonparametric Estimates of a Density Function
• Remarks on some recursive estimators of a probability density

Cited in

(8)

• Bandwidth selection for the Wolverton-Wagner estimator
• Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data
• Asymptotic normality of recursive estimators under strong mixing conditions
• sequential estimation of the hgarginal density function for a strongly mixing process
• Nonparametric conditional density estimation for censored data based on a recursive kernel
• Nonparametric recursive density estimation for spatial data
• Recursive kernel estimator in a semiparametric regression model
• Recursive generalized gamma kernel density estimation for nonnegative dependent data

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