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zbMath0779.62072MaRDI QIDQ3142705

Paul Doukhan, Patrick Ango Nze

Publication date: 19 January 1994

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

kernel estimates variance density estimation regression function functional estimation strong dependence marginal distribution absolute regularity minimax rates mean integrated square error delta-estimates mixing time series new covariance inequality optimal bounds for MISE criterion strongly mixing stationary stochastic process uniform almost sure convergence results uniform almost sure rates of convergence uniform L(p) bounds

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10)

Related Items (4)

Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series ⋮ Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes ⋮ Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations ⋮ Linearity testing using local polynomial approximation

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