scientific article; zbMATH DE number 799019

zbMATH Open0829.62081MaRDI QIDQ4847447FDOQ4847447

Authors: Ricardo Rios, Patrick Ango Nze 

Publication date: 5 November 1995

Title of this publication is not available (Why is that?)

Recommendations

• Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes
• Kernel density estimator for strong mixing processes
• Note on the uniform convergence of density estimates for mixing random variables
• scientific article; zbMATH DE number 3984334
• Almost sure convergence of recursive density estimators for stationary mixing processes

zbMATH Keywords

density estimationuniform convergencealmost sure convergenceconvergence in probabilitymarginal distributionconvergence in meanabsolutely regular stationary stochastic processkernel-estimates

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

Cited In (20)

• Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations
• Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence
• Title not available (Why is that?)
• Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series
• Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
• Title not available (Why is that?)
• Note on the uniform convergence of density estimates for mixing random variables
• The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities
• Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition
• Linearity testing using local polynomial approximation
• Title not available (Why is that?)
• Kernel density estimator for strong mixing processes
• Functional estimation for time series: Uniform convergence properties
• Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes
• Consistency of kernel density estimators for causal processes
• Limit theorems for functionals of mixing processes with applications to \(U\)-statistics and dimension estimation
• Density estimation in the \(L^ \infty\) norm for dependent data with applications to the Gibbs sampler
• Title not available (Why is that?)
• Towards a nonparametric test of linearity for times series
• Nonparametric density estimation of a stationary mixing process

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4847447)