Integrated mean square properties of density estimation by orthogonal series methods for dependent variables

DOI10.1007/BF02481033zbMath0493.62039OpenAlexW1983176183MaRDI QIDQ1168662

Ibrahim A. Ahmad

Publication date: 1982

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02481033

zbMATH Keywords

rates of convergencestrong mixingdensity estimationdependent variablesorthogonal series methodestimation of bivariate densitysequences of strictly stationary strong mixing random variables

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Stationary stochastic processes (60G10)

Related Items (3)

On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators ⋮ Multiwavelet density estimation ⋮ Effect of dependence on stochastic measures of accuracy of density estimators

Cites Work

• Unnamed Item
• Unnamed Item
• Strong consistency of density estimation by orthogonal series methods for dependent variables with applications
• Estimation of Probability Density by an Orthogonal Series
• The Estimation of Probability Densities and Cumulatives by Fourier Series Methods
• Density Estimation by Orthogonal Series
• Some Limit Theorems for Stationary Processes

This page was built for publication: Integrated mean square properties of density estimation by orthogonal series methods for dependent variables