Strong pointwise consistency of the k_T-occupation time density estimator

DOI10.1016/J.SPL.2007.11.010zbMATH Open1137.62326OpenAlexW2092361252MaRDI QIDQ930089FDOQ930089

Authors: Boris Labrador 

Publication date: 19 June 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.11.010

Recommendations

• Rates of strong uniform convergence of the \(k_T\)-occupation time density estimator
• Almost sure convergence of the \(k_{T}\)-occupation time density estimator
• Kernel density estimation under weak dependence with sampled data
• Consistency results for the kernel density estimate on continuous time stationary and dependent data
• Kernel density estimator for strong mixing processes

Mathematics Subject Classification ID

Density estimation (62G07) Non-Markovian processes: estimation (62M09)

Cites Work

• Mixing: Properties and examples
• Nearest neighbor pattern classification
• Convergence of stochastic processes
• Rate of strong uniform convergence of k-NN density estimates
• Discriminatory Analysis. Nonparametric Discrimination: Consistency Properties
• A Nonparametric Estimate of a Multivariate Density Function
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Nearest neighbor estimators for random fields
• Statistical inference for ergodic diffusion processes.
• Asymptotic theory of weakly dependent stochastic processes
• Occupation densities
• Functional laws of the iterated logarithm for the increments of empirical and quantile processes
• The strong uniform consistency of nearest neighbor density estimates
• Uniform Consistency of Some Estimates of a Density Function
• On smoothed probability density estimation for stationary processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Consistency of a nonparametric estimate of a density function for dependent variables
• Accurate rates of density estimators for continuous-time processes
• Strong Consistency of a Nonparametric Estimate of a Density Function
• Almost sure convergence of the \(k_{T}\)-occupation time density estimator
• Parametric rates of nonparametric estimators and predictors for continuous time processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Sample paths adaptive density estimation
• Title not available (Why is that?)
• Optimization of k nearest neighbor density estimates

Cited In (4)

• On local times, density estimation and supervised classification from functional data
• Almost sure convergence of the \(k_{T}\)-occupation time density estimator
• Rates of strong uniform convergence of the \(k_T\)-occupation time density estimator
• Density estimation for spatial-temporal models

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