On the asymptotic normality of frequency polygons for strongly mixing spatial processes
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Publication:376706
DOI10.1007/s11203-013-9086-xzbMath1292.62054arXiv1307.7054OpenAlexW2049093246MaRDI QIDQ376706
Publication date: 19 November 2013
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.7054
histogramspatial processescentral limit theoremmixingrandom fieldsnonparametric density estimationfrequency polygon
Random fields (60G60) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Cites Work
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- Frequency polygons for continuous random fields
- Kernel density estimation on random fields
- Basic properties of strong mixing conditions. A survey and some open questions
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- Asymptotic normality for density kernel estimators in discrete and continuous time
- Covariance inequalities for strongly mixing processes
- Frequency polygons for weakly dependent processes
- Kernel density estimation for random fields. (Density estimation for random fields)
- Frequency poligons for random fields.
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- Frequency Polygons: Theory and Application
- Kernel density estimation for random fields: TheL1Theory
- On piecewise linear density estimators
- A central limit theorem for stationary random fields
- Density estimation for spatial linear processes
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