A note on nonparametric density estimation for dependent variables using a delta sequence
From MaRDI portal
Publication:1161007
DOI10.1007/BF02480938zbMATH Open0477.62022OpenAlexW1984413741MaRDI QIDQ1161007FDOQ1161007
Publication date: 1981
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02480938
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Some Limit Theorems for Stationary Processes
- Nonparametric Probability Density Estimation: I. A Summary of Available Methods
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- A note on empirical processes of strong-mixing sequences
- A Review of Some Non-parametric Methods of Density Estimation
- On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point
- Optimal convergence properties of variable knot, kernel, and orthogonal series methods for density estimation
- Probability density estimation using delta sequences
- The central limit problem for mixing sequences of random variables
- Asymptotic theory of density estimation
Cited In (6)
- Asymptotic properties of conditional U -statistics using delta sequences
- Local convergency rate of MSE in density estimation using the second-order modulus of smoothness
- Density estimation for Markov chains
- Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
- On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators
- Integrated consistency of smoothed probability density estimators for stationary sequences
This page was built for publication: A note on nonparametric density estimation for dependent variables using a delta sequence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1161007)
