scientific article; zbMATH DE number 3406971

zbMATH Open0257.62031MaRDI QIDQ5672001FDOQ5672001

Authors: P. Deheuvels 

Publication date: 1973

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

Mathematics Subject Classification ID

Sequential estimation (62L12) Stationary stochastic processes (60G10)

Cited In (15)

• Recursive kernel estimation of the density under \(\eta\)-weak dependence
• The stochastic approximation method for the estimation of a multivariate probability density
• Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator
• Asymptotic normality of some kernel-type estimators of probability density
• Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method
• Adaptive recursive kernel conditional density estimators under censoring data
• Semi-recursive kernel conditional density estimators under random censorship and dependent data
• On a class of recursive estimators for spatially dependent observations
• On the use of stochastic approximation in recursive estimation
• Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data
• Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method
• On a parametric family of sequential estimators of the density for a strong mixing process
• Almost sure convergence of recursive kernel estimatiors of the density and the regression under η− weak dependence
• Recursive kernel regression estimation under α – mixing data
• Weighted probability density estimator with updated bandwidths

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