Almost sure convergence of the k_T-occupation time density estimator

DOI10.1016/J.CRMA.2006.10.015MaRDI QIDQ869470zbMATH OpenOpenAlexFDO

Authors Boris Labrador

Publication date 2 March 2007

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2006.10.015

Mathematics Subject Classification ID

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

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Cites work

• A Nonparametric Estimate of a Multivariate Density Function
• Consistency properties of nearest neighbor density function estimators
• Discriminatory Analysis. Nonparametric Discrimination: Consistency Properties
• Functional laws of the iterated logarithm for the increments of empirical and quantile processes
• scientific article; zbMATH DE number 3784119 (Why is no real title available?)
• scientific article; zbMATH DE number 35199 (Why is no real title available?)
• Mixing: Properties and examples
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Occupation densities
• On multivariate variable-kernel density estimates for time series
• On smoothed probability density estimation for stationary processes
• Rate of strong uniform convergence of k-NN density estimates
• Rates of strong uniform convergence of nearest neighbor density estimates on any compact set
• Strong Consistency of a Nonparametric Estimate of a Density Function
• The law of the iterated logarithm for the multivariate nearest neighbor density estimators
• The strong uniform consistency of nearest neighbor density estimates
• The strong uniform convergence of multivariate variable kernel estimates
• Uniform Consistency of Some Estimates of a Density Function

Cited in

(3)

• On local times, density estimation and supervised classification from functional data
• Rates of strong uniform convergence of the \(k_T\)-occupation time density estimator
• Strong pointwise consistency of the \(k_T\)-occupation time density estimator

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