OnL1-consistency of kernel-type density estimator for stationary markov processes

DOI10.1080/03610929508831508MaRDI QIDQ4843877zbMATH OpenOpenAlexFDO

Authors B. L. S. Prakasa Rao, Mahendra Nath Mishra

Publication date 17 August 1995

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929508831508

zbMATH Keywords

\(G_ 2\)-condition\(L_ 1\)-consistencyrecursive estimationstationary Markov process

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A note on moment bounds for strong mixing sequences
• Asymptotic normality of some kernel-type estimators of probability density
• Density estimation for Markov processes using delta-sequences
• Density estimation in a continuous-time stationary Markov process
• Efficiency of a Kernel Density Estimator Under an Autoregressive Dependence Model
• scientific article; zbMATH DE number 3862231 (Why is no real title available?)
• scientific article; zbMATH DE number 3870398 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• Kernel density estimation under dependence
• Nonparametric density and regression estimation for Markov sequences without mixing assumptions
• Nonparametric recursive estimation in stationary markov processes
• Note on the uniform convergence of density estimates for mixing random variables
• Recursive density estimation under dependence
• The L/sub 1/ and L/sub 2/ strong consistency of recursive kernel density estimation from dependent samples

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