Probability density estimation from sampled data

DOI10.1109/TIT.1983.1056736zbMATH Open0521.62031OpenAlexW2123412388MaRDI QIDQ3670366FDOQ3670366

Authors: Elias Masry 

Publication date: 1983

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1983.1056736

zbMATH Keywords

covariancedensity estimationbiaspoint processrenewal processeskernel estimatesmixing conditionsquadratic-mean consistencyasymptotically uncorrelated processesstationary continuous-time processdiscrete sampling schemesrates of quadratic-mean convergence

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)

Cited In (44)

• Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes
• A probabilistic framework to achieve robust non‐fragile tuning methods: PD control of IPD‐modeled processes
• Asymptotic normality of kernel type regression estimators for random fields
• Kernel estimation of the regression function with random sampling times
• On smoothed probability density estimation for stationary processes
• Kernel density estimation on random fields
• Asymptotic normality of kernel type density estimators for random fields
• Regularized nonparametric filtering of signal with unknown distribution in nonlinear observation model
• Nonparameteric estimation in mixing sequences of random variables
• On the Consistency of Least Squares Estimator in Models Sampled at Random Times Driven by Long Memory Noise: The Jittered Case
• Nonparametric estimation of past extropy under \(\alpha\)-mixing dependence condition
• Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators
• Optimal asymptotic quadratic error of nonparametric regression function estimates for a continuous-time process from sampled-data
• Estimacion no parametrica de curvas notables para datos dependientes
• Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
• ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE
• Kernel density estimation under weak dependence with sampled data
• Regularization of Positive Signal Nonparametric Filtering in Multiplicative Observation Model
• Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process
• On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators
• Improving density estimators of discretely observed processes by interpolation
• On the rate of convergence of recursive kernel estimates of probability densities
• Kernel estimation and interpolation for time series containing missing observations
• Local linear spatial regression
• Nonparametric estimation of conditional expectation
• Least-square estimators in linear regression models under negatively superadditive dependent random observations
• Almost sure convergence of recursive density estimators for stationary mixing processes
• The normal approximation rate for the drift estimator of multidimensional diffusions
• Una clase de estimadores para los parametros de un proceso AR(1), obtenidos a partir de estimaciones no parametricas previas
• Nonparametric volatility density estimation for discrete time models
• Integrated consistency of smoothed probability density estimators for stationary sequences
• Estimation of a multivariate stochastic volatility density by kernel deconvolution
• Piecewise linear density estimation for sampled data
• A local cross-validation algorithm for dependent data
• Kernel density estimation for random fields: TheL₁Theory
• Convergence of Hermite Series Density Estimators Under Conditions of Weak Dependence
• Title not available (Why is that?)
• On the estimation of the marginal density of a moving average process
• Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications
• Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes
• Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response
• Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations
• Finite sample performance of density estimators from unequally spaced data
• Super optimal rates for nonparametric density estimation via projection estimators

This page was built for publication: Probability density estimation from sampled data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3670366)