Effect of dependence on stochastic measures of accuracy of density estimators

DOI10.1214/AOS/1021379860MaRDI QIDQ1848944zbMATH OpenOpenAlexFDO

Authors Gerda Claeskens, Peter Hall

Publication date 14 November 2002

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

Full work available at URL https://doi.org/10.1214/aos/1021379860

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

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• Nonparametric regression with long-range dependence
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• On smoothed probability density estimation for stationary processes
• Some automated methods of smoothing time-dependent data
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Cited in

(11)

• Nonparametric estimation for dependent data
• On nonparametric density estimation for multivariate linear long-memory processes
• Asymptotic normality of kernel type density estimators for random fields
• Wavelet regression in random design with heteroscedastic dependent errors
• Some results on random design regression with long memory errors and predictors
• Convergence rates in density estimation for data from infinite-order moving average processes
• scientific article; zbMATH DE number 482638 (Why is no real title available?)
• On bandwidth choice for density estimation with dependent data
• Improving the accuracy of estimation of unknown random variable probability density over empirical data
• A selective overview of nonparametric methods in financial econometrics
• Nonparametric deconvolution problem for dependent sequences

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