Strong consistency and rates for recursive probability density estimators of stationary processes
From MaRDI portal
Publication:1089711
DOI10.1016/0047-259X(87)90077-7zbMath0619.62079MaRDI QIDQ1089711
Publication date: 1987
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
density estimation; Recursive estimation; asymptotically uncorrelated; not necessarily independent observations; sharp rates for the almost sure convergence of kernel-type estimators; vector-valued stationary process; weakly dependent stationary processes
Related Items
Asymptotic estimation of a non-linear infinite filter. application to the estimation of volterra series, Some automated methods of smoothing time-dependent data, Kernel density estimation for random fields: TheL1Theory, Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results, Kernel density estimation for linear processes, Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates, Frequency polygons for continuous random fields, Recursive kernel density estimators under a weak dependence condition, Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate, Sequential kernel estimation of the conditional intensity of nonstationary point processes, Nonparametric estimation of conditional expectation, Asymptotic properties of nonparametric regression for long memory random fields, Almost sure convergence of recursive density estimators for stationary mixing processes, Hazard rate estimation under dependence conditions, Strong consistency and rates for recursive nonparametric conditional probability density estimates under \((\alpha{}, \beta{})\)-mixing conditions, Uniform strong estimation under \(\alpha\)-mixing, with rates, Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation, Frequency polygons for weakly dependent processes, Kernel density estimation for random fields. (Density estimation for random fields), Kernel density estimation for spatial processes: The \(L_{1}\) theory, Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations, Spatial kernel regression estimation: weak consistency, Uniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains., Local linear spatial regression, Nonparametric estimation of the stationary density and the transition density of a Markov chain, The Recursive Kernel Distribution Function Estimator Based on Negatively and Positively Associated Sequences
Cites Work
- Strong consistent density estimate from ergodic sample
- A maximal inequality and dependent strong laws
- Remarks on some recursive estimators of a probability density
- Recursive probability density estimation for weakly dependent stationary processes
- Asymptotically optimal discriminant functions for pattern classification
- A Note on Permanents
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
