Nonparametric prediction from ergodic samples

DOI10.1080/10485259808832734MaRDI QIDQ4385704zbMATH OpenOpenAlexFDO

Authors Mounir Arfi

Publication date 20 April 1998

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485259808832734

zbMATH Keywords

ergodicityuniform convergencekernel density estimateconditional mode

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and prediction (62M20)

Cites work

• Nonparametric drift estimation from ergodic samples
• Nonparametric regression: An up–to–date bibliography
• Strong consistent density estimate from ergodic sample
• Weighted sums of certain dependent random variables

Cited in

(2)

• On firing rate estimation for dependent interspike intervals
• Computational Limits to Nonparametric Estimation for Ergodic Processes

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