Strong consistency and rates for recursive probability density estimators of stationary processes
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Publication:1089711
DOI10.1016/0047-259X(87)90077-7zbMath0619.62079OpenAlexW2064166825MaRDI QIDQ1089711
Publication date: 1987
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(87)90077-7
density estimationRecursive estimationasymptotically uncorrelatednot necessarily independent observationssharp rates for the almost sure convergence of kernel-type estimatorsvector-valued stationary processweakly dependent stationary processes
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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
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