On smoothed probability density estimation for stationary processes
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Publication:1073523
DOI10.1016/0304-4149(86)90095-5zbMath0588.62156OpenAlexW2060568469MaRDI QIDQ1073523
J. V. Castellana, M. Ross Leadbetter
Publication date: 1986
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(86)90095-5
convergence ratesconsistencydiscrete-timedensity estimationlong range dependencestationary processescontinuous samplingcontinuous-parameter casedelta familiesdependence index sequenceestimation of marginal probability densitieskernel typesmoothed function estimators
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