Strong consistent density estimate from ergodic sample
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Publication:1147461
DOI10.1016/0047-259X(81)90134-2zbMath0449.62031MaRDI QIDQ1147461
Publication date: 1981
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Related Items (15)
On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators ⋮ Strong consistency and rates for recursive probability density estimators of stationary processes ⋮ Nonparametric inference for ergodic, stationary time series ⋮ Berry-Esseen bounds for density estimates under NA assumption ⋮ Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis ⋮ A robust nonparametric estimation of the autoregression function under an ergodic hypothesis ⋮ Nonparametric prediction from ergodic samples ⋮ Nonparametric drift estimation from ergodic samples ⋮ Unnamed Item ⋮ Limits to classification and regression estimation from ergodic processes ⋮ Recursive kernel density estimators under a weak dependence condition ⋮ Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations ⋮ Robust kernel estimators for additive models with dependent observations ⋮ On density estimation from ergodic processes ⋮ Sequential and recursive estimators of the probability density
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