Kernel density estimator for strong mixing processes

DOI10.1016/j.jspi.2004.01.009zbMath1089.62036MaRDI QIDQ1781510

Sangyeol Lee, Tae Yoon Kim

Publication date: 27 June 2005

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.01.009

zbMATH Keywords

Kernel density estimation; Central limit theorem; \(\alpha\)-mixing processes

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

62M05: Markov processes: estimation; hidden Markov models

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