Recursive density estimation under dependence
From MaRDI portal
Publication:4733242
DOI10.1109/18.42230zbMath0683.62022MaRDI QIDQ4733242
Publication date: 1989
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/18.42230
regularity; rates of convergence; density estimators; Recursive estimators; strong mixing conditions; Uniform strong consistency; density of weakly dependent random variables
Related Items
Nonparametric estimation of density, regression and dependence coefficients, OnL1-consistency of kernel-type density estimator for stationary markov processes, Kernel density estimation for linear processes, Berry-Esseen bounds for density estimates under NA assumption, Recursive kernel density estimators under a weak dependence condition, Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses, Density estimation for time series by histograms, Nonparametric time series regression, Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation, Kernel density estimation under weak dependence with sampled data, Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series, Frequency polygons for weakly dependent processes, Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process, Multivariate probability density estimation for associated processes: Strong consistency and rates., On histograms for linear processes, On the estimation of the marginal density of a moving average process, On multivariate variable-kernel density estimates for time series