Strong uniform consistency of the frequency polygon density estimator for stable non-anticipative stochastic processes

DOI10.1016/J.SPL.2022.109612MaRDI QIDQ2170255zbMATH OpenOpenAlexFDO

Authors Salim Lardjane

Publication date 30 August 2022

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

Full work available at URL https://arxiv.org/abs/2205.12081

zbMATH Keywords

density estimationtime seriesfrequency polygonstrong uniform consistencydependent stochastic processes

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 3949496 (Why is no real title available?)
• scientific article; zbMATH DE number 914800 (Why is no real title available?)
• scientific article; zbMATH DE number 2208228 (Why is no real title available?)
• Asymptotic behaviour of frequency polygons under \(\phi\)-mixing samples
• Frequency Polygons: Theory and Application
• Frequency polygon estimation of density function for dependent samples
• Frequency polygons for weakly dependent processes
• Iterated Random Functions
• Nonlinear system theory: Another look at dependence
• On Estimation of a Probability Density Function and Mode
• On empirical density function
• On the uniform consistency of frequency polygons for \(\psi\)-mixing samples
• On the uniform consistency of frequency polygons for \(\rho^-\)-mixing samples
• Oscillations of empirical distribution functions under dependence
• Remarks on Some Nonparametric Estimates of a Density Function

Cited in

(4)

• Uniformly complete consistency of frequency polygon estimation for dependent samples and an application
• scientific article; zbMATH DE number 6961172 (Why is no real title available?)
• Strong Uniform Consistency of the Frequency Polygon Density Estimator for Stable Non-Anticipative Stochastic Processes
• On the uniform consistency of frequency polygons for \(\psi\)-mixing samples

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