Recursive density estimation under dependence

DOI10.1109/18.42230zbMATH Open0683.62022OpenAlexW2001002476MaRDI QIDQ4733242FDOQ4733242

Authors: Lanh Tat Tran 

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

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zbMATH Keywords

regularityrates of convergencedensity estimatorsRecursive estimatorsstrong mixing conditionsUniform strong consistencydensity of weakly dependent random variables

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Strong limit theorems (60F15)

Cited In (27)

• On multivariate variable-kernel density estimates for time series
• Recursive probability density estimation for weakly dependent stationary processes
• Recursive kernel estimation of the density under \(\eta\)-weak dependence
• Frequency polygons for weakly dependent processes
• On a class of recursive estimators for spatially dependent observations
• On the rate of strong convergence for a recursive probability density estimator of end samples and its applications
• Kernel density estimation for dynamical systems
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
• Kernel density estimation under weak dependence with sampled data
• Multivariate recursive m estimators of location for dependent sequences
• Kernel density estimation for linear processes
• OnL₁-consistency of kernel-type density estimator for stationary markov processes
• Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process
• Nonparametric estimation of density, regression and dependence coefficients
• Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series
• Recursive kernel density estimators under a weak dependence condition
• Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
• Recursive Estimation of a Vector Parameter under Bahadur Risk
• Density estimation for time series by histograms
• Multivariate probability density estimation for associated processes: Strong consistency and rates.
• Nonparametric time series regression
• Title not available (Why is that?)
• Berry-Esseen bounds for density estimates under NA assumption
• Almost sure convergence of recursive kernel estimatiors of the density and the regression under η− weak dependence
• On histograms for linear processes
• On the estimation of the marginal density of a moving average process
• Weighted probability density estimator with updated bandwidths

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