Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations

DOI10.1214/aos/1024691367zbMath0930.62038MaRDI QIDQ1807141

Michael H. Neumann

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1024691367

zbMATH Keywords

bootstrap; time series; mixing; density estimation; strong approximation; weak dependence; simultaneous confidence bands; whitening by windowing

Mathematics Subject Classification ID

62G07: Density estimation

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62G09: Nonparametric statistical resampling methods

60F15: Strong limit theorems

Related Items

Properties of the nonparametric autoregressive bootstrap, On bootstrapping \(L_2\)-type statistics in density testing, Regression-type inference in nonparametric autoregression, Adaptive drift estimation for nonparametric diffusion model., Multiscale maximum likelihood analysis of a semiparametric model, with applications., Weak dependence beyond mixing and asymptotics for nonparametric regression, Bootstraps for time series, Confidence sets for nonparametric wavelet regression, Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors, Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses

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