Note on the uniform convergence of density estimates for mixing random variables

DOI10.1016/0167-7152(87)90105-2MaRDI QIDQ578794zbMATH OpenOpenAlexFDO

Authors Dimitrios Ioannides, George Roussas

Publication date 1987

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(87)90105-2

zbMATH Keywords

uniform convergenceMarkov processeskernel estimatesstationary sequencedensity estimatorsalmost sure convergence resultsmixing assumptionsstrongly consistent estimates

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

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• Asymptotic normality, strong mixing and spectral density estimates
• Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences
• Nonparametric estimation in Markov processes
• Note on the uniform convergence of density estimates for mixing random variables

Cited in

(24)

• Recursive kernel density estimators under a weak dependence condition
• Effect of dependence on stochastic measures of accuracy of density estimators
• Adaptive estimation in partially linear autoregressive models
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• Frequency polygons for weakly dependent processes
• Kernel density estimation on random fields
• Nonparametric estimation of conditional expectation
• Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
• Kernel density estimation for linear processes
• Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series
• scientific article; zbMATH DE number 799019 (Why is no real title available?)
• Kernel density estimation for random fields: TheL₁Theory
• Density estimation for time series by histograms
• OnL₁-consistency of kernel-type density estimator for stationary markov processes
• Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence
• scientific article; zbMATH DE number 148962 (Why is no real title available?)
• Kernel density estimation for spatial processes: The \(L_{1}\) theory
• On bandwidth choice for density estimation with dependent data
• Spatial kernel regression estimation: weak consistency
• On histograms for linear processes
• Nonparameteric estimation in mixing sequences of random variables
• Local linear spatial regression
• Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes
• Properties of convergence of a fuzzy set estimator of the density function

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