Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates
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Publication:583762
DOI10.1016/0304-4149(89)90056-2zbMath0692.62034OpenAlexW2083363652MaRDI QIDQ583762
Publication date: 1989
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(89)90056-2
conditional expectationsstrong consistencymixing conditionsalmost sure convergence ratesconditional probability densitiesconditioning on past behaviourjoint probability densityreal- valued stationary processRecursive kernel estimators
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