A note on nonparametric density estimation for dependent variables using a delta sequence
From MaRDI portal
(Redirected from Publication:1161007)
Cites work
- scientific article; zbMATH DE number 3640708 (Why is no real title available?)
- scientific article; zbMATH DE number 3452987 (Why is no real title available?)
- scientific article; zbMATH DE number 3349105 (Why is no real title available?)
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- A Review of Some Non-parametric Methods of Density Estimation
- A note on empirical processes of strong-mixing sequences
- Asymptotic theory of density estimation
- Nonparametric Probability Density Estimation: I. A Summary of Available Methods
- 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
- Some Limit Theorems for Stationary Processes
- The central limit problem for mixing sequences of random variables
Cited in
(6)- Local convergency rate of MSE in density estimation using the second-order modulus of smoothness
- Integrated consistency of smoothed probability density estimators for stationary sequences
- Density estimation for Markov chains
- Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
- Asymptotic properties of conditional U -statistics using delta sequences
- On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators
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)
