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

DOI10.1016/0167-7152(87)90105-2zbMATH Open0624.62039OpenAlexW1966599728MaRDI QIDQ578794FDOQ578794

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)

Cites Work

• Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences
• Asymptotic normality, strong mixing and spectral density estimates
• Nonparametric estimation in Markov processes
• Note on the uniform convergence of density estimates for mixing random variables
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Cited In (23)

• Frequency polygons for weakly dependent processes
• Kernel density estimation on random fields
• Title not available (Why is that?)
• Nonparameteric estimation in mixing sequences of random variables
• Kernel density estimation for spatial processes: The \(L_{1}\) theory
• Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series
• Note on the uniform convergence of density estimates for mixing random variables
• Spatial kernel regression estimation: weak consistency
• Kernel density estimation for linear processes
• OnL₁-consistency of kernel-type density estimator for stationary markov processes
• Adaptive estimation in partially linear autoregressive models
• Recursive kernel density estimators under a weak dependence condition
• Effect of dependence on stochastic measures of accuracy of density estimators
• Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
• On bandwidth choice for density estimation with dependent data
• Local linear spatial regression
• Nonparametric estimation of conditional expectation
• Density estimation for time series by histograms
• Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes
• Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence
• Title not available (Why is that?)
• Kernel density estimation for random fields: TheL₁Theory
• On histograms for linear processes

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