Estimating the conditional mode of a stationary stochastic process from noisy observations

DOI10.1007/S001840050033zbMATH Open0990.62076OpenAlexW1991867476MaRDI QIDQ5953769FDOQ5953769

Authors: Dimitrios Ioannides 

Publication date: 29 January 2002

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001840050033

Recommendations

• Nonparametric Estimation of the Conditional Mode with Errors-In-Variables: Strong Consistency for Mixing Processes
• A nonparametric conditional mode estimate
• Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis
• A note on asymptotic normality of convergent estimates of the conditional mode with errors-in-variables
• Estimating the distribution function of a stationary process involving measurement errors

Mathematics Subject Classification ID

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

Cited In (5)

• Mode identification with finite statistics (Corresp.)
• Nonparametric regression with errors-in-all-variables
• Non compact estimation of the conditional density from direct or noisy data
• Nonparametric Estimation of the Conditional Mode with Errors-In-Variables: Strong Consistency for Mixing Processes
• Estimating the distribution function of a stationary process involving measurement errors

This page was built for publication: Estimating the conditional mode of a stationary stochastic process from noisy observations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5953769)