Nonparametric prediction from ergodic samples

DOI10.1080/10485259808832734zbMATH Open0894.62098OpenAlexW2055529415MaRDI QIDQ4385704FDOQ4385704

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

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

Cited In (2)

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

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