On the strong uniform consistency of density estimation for strongly dependent sequences

DOI10.1016/0167-7152(94)00061-CMaRDI QIDQ1344816zbMATH OpenOpenAlexFDO

Authors Hwai-Chung Ho

Publication date 22 February 1995

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(94)00061-c

zbMATH Keywords

Gaussian random variableskernel density estimatesnon-instantaneous filtersstationary sequencestrong uniform consistencystrongly dependent sequence

Mathematics Subject Classification ID

Strong limit theorems (60F15) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• scientific article; zbMATH DE number 3171470 (Why is no real title available?)
• scientific article; zbMATH DE number 3671500 (Why is no real title available?)
• scientific article; zbMATH DE number 3584820 (Why is no real title available?)
• Kernel density estimation for linear processes
• Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
• Nonparametric curve estimation from time series
• On Non-Parametric Estimates of Density Functions and Regression Curves
• Regularly varying functions in the theory of simple branching processes
• Remarks on Some Nonparametric Estimates of a Density Function

Cited in

(2)

• Limits to classification and regression estimation from ergodic processes
• Nonparametric estimation under long memory dependence

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