Asymptotic normality for density kernel estimators in discrete and continuous time

DOI10.1006/jmva.1998.1785zbMath0926.60024OpenAlexW1993986196MaRDI QIDQ1283848

Magda Peligrad, Florence Merlevède, Denis Bosq

Publication date: 29 November 1999

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1998.1785

zbMATH Keywords

central limit theoremmixing sequencesdensity kernel estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)

Related Items (18)

New robust confidence intervals for the mean under dependence ⋮ Asymptotic normality of kernel type density estimators for random fields ⋮ Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for reversible Markov processes ⋮ Large deviations in total variation of occupation measures of one-dimensional diffusions ⋮ Root n consistent and optimal density estimators for moving average processes ⋮ On the asymptotic normality of frequency polygons for strongly mixing spatial processes ⋮ On the asymptotic normality of kernel density estimators for causal linear random fields ⋮ The normal approximation rate for the drift estimator of multidimensional diffusions ⋮ Frequency polygons for continuous random fields ⋮ CONVERGENCE RATES OF SUMS OF α-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES ⋮ Asymptotic normality of the Parzen-Rosenblatt density estimator for strongly mixing random fields ⋮ Kernel regression estimation for continuous spatial processes ⋮ On a class of recursive estimators for spatially dependent observations ⋮ Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for uniformly ergodic Markov processes ⋮ Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes ⋮ Estimation of the asymptotic variance of kernel density estimators for continuous time processes ⋮ On kernel estimators of density for reversible Markov chains ⋮ Optimal convergence rates for the invariant density estimation of jump-diffusion processes

Cites Work

• Asymptotic normality of some kernel-type estimators of probability density
• On the central limit question under absolute regularity
• On smoothed probability density estimation for stationary processes
• Some problems of nonparametric estimation by observations of ergodic diffusion process
• Nonparametric statistics for stochastic processes
• Remarks on Some Nonparametric Estimates of a Density Function
• Moment bounds for stationary mixing sequences
• On Estimation of a Probability Density Function and Mode
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