Upper bound of the speed of convergence of moment density estimators for stationary point processes

DOI10.1007/BF01915223zbMath0576.62055OpenAlexW1968618470MaRDI QIDQ1064710

B. George

Publication date: 1984

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175977

zbMATH Keywords

asymptotic propertiesBrillinger-mixingstationary point processescovariance density estimatorsspeed of convergence of moment density estimators

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99)

Related Items (6)

Central limit theorems for empirical product densities of stationary point processes ⋮ Edge-corrected density estimators for point processes ⋮ Strong convergence of kernel estimators for product densities of absolutely regular point processes ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3308790 �tude de la vraisemblance d'un processus de Gauss-Poisson et deux applications] ⋮ Central limit theorem for the integrated squared error of the empirical second-order product density and goodness-of-fit tests for stationary point processes ⋮ Brillinger mixing of determinantal point processes and statistical applications

Cites Work

• [https://portal.mardi4nfdi.de/wiki/Publication:3048064 Estimation des densit�s: risque minimax]
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