Estimating beta-mixing coefficients via histograms
From MaRDI portal
Publication:902219
DOI10.1214/15-EJS1094zbMath1330.62344arXiv1109.5998MaRDI QIDQ902219
Daniel J. McDonald, Cosma Rohilla Shalizi, Mark J. Schervish
Publication date: 7 January 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1109.5998
mixing; density estimation; histograms; time-series; dependence; total-variation; absolutely regular processes
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
62M05: Markov processes: estimation; hidden Markov models
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