scientific article; zbMATH DE number 3725486

MaRDI QIDQ3914229zbMATH OpenFDO

Authors H.Takahata

Publication date 1980

zbMATH Keywords

almost sure convergence of density estimatorsBernstein polynomial approximationDavies-Wegman estimatorlaw of iterated logarithmmixingRosenblatt- Parzen estimatorweakly dependent stationary processesYamato estimator

Mathematics Subject Classification ID

Strong limit theorems (60F15) Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10)

Cited in

(9)

• Kernel estimation and interpolation for time series containing missing observations
• On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators
• Strong consistency and rates for recursive probability density estimators of stationary processes
• Almost sure convergence of recursive density estimators for stationary mixing processes
• Hazard rate estimation under dependence conditions
• On the rates of asymptotic normality for recursive kernel density estimators under ϕ-mixing assumptions
• Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates
• Asymptotic results for recursive multivariate associated-kernel estimators of the probability density mass function of a data stream
• Recursive kernel density estimators under a weak dependence condition

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