Kernel density estimation under weak dependence with sampled data

DOI10.1016/S0378-3758(96)00151-6zbMath0879.62031MaRDI QIDQ1360977

Berlin Wu

Publication date: 23 July 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

bandwidth; kernel; strong mixing; density estimation

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

62M09: Non-Markovian processes: estimation

62M05: Markov processes: estimation; hidden Markov models

60J25: Continuous-time Markov processes on general state spaces

Related Items

Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence, Improving density estimators of discretely observed processes by interpolation, Piecewise linear density estimation for sampled data, Adaptive sampling schemes for density estimation

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