Recursive kernel density estimators under a weak dependence condition
DOI10.1007/BF00050839zbMATH Open0722.62028OpenAlexW2057747694MaRDI QIDQ756326FDOQ756326
Authors: Lanh Tat Tran 
Publication date: 1990
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00050839
Recommendations
asymptotic normalitydensity estimationkerneluniform convergencetime series modelsabsolute regularitystrictly stationary sequenceAppropriate bandwidthsjoint densitiesweak dependence condition
Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)
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Cited In (25)
- Recursive probability density estimation for weakly dependent stationary processes
- Recursive kernel estimation of the density under \(\eta\)-weak dependence
- Joint asymptotic normality of kernel estimates under dependence conditions, with application to hazard rate
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
- A new weak dependence condition and applications to moment inequalities
- Weak dependence beyond mixing and asymptotics for nonparametric regression
- Nonparametric estimation of density, regression and dependence coefficients
- Title not available (Why is that?)
- The Recursive Kernel Distribution Function Estimator Based on Negatively and Positively Associated Sequences
- Functional estimation for time series: Uniform convergence properties
- Title not available (Why is that?)
- Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes
- Functional estimation of a density under a new weak dependence condition
- Recursive estimation of quantitles using recursive kernel density estimators
- Asymptotic normality for the wavelet partially linear additive model components estimation
- Kernel estimation of the density of a statistic
- Convergence rates for density estimators of weakly dependent time series
- Title not available (Why is that?)
- Berry-Esseen bounds for density estimates under NA assumption
- The L/sub 1/ and L/sub 2/ strong consistency of recursive kernel density estimation from dependent samples
- The rate of complete consistency for recursive probability density estimator under strong mixing samples
- Recursive density estimation under dependence
- Title not available (Why is that?)
- Recursive kernel estimator in a semiparametric regression model
- Weighted probability density estimator with updated bandwidths
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