Recursive Kernel Density Estimation for Time Series

DOI10.1109/TIT.2020.3014797MaRDI QIDQ5138821zbMATH OpenFDO

Authors Amir Aboubacar, Mohamed El Machkouri

Publication date 4 December 2020

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TIT.2020.3014797

zbMATH Keywords

recursive estimationprobability density functionLindeberg's methodcontinuous random variablesquadratic mean errorstrongly mixing random sample

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(8)

• Almost complete convergence of a recursive kernel estimator of the density with complete and censored independent data.
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• On a class of recursive estimators for spatially dependent observations
• Recursive asymmetric kernel density estimation for nonnegative data
• Iterative kernel density estimation from noisy-dependent observations
• Kernel density approach to error estimation of MF-DFA measures on time series
• Kolmogorov space in time series data
• Kernel autocorrelogram for time-deformed processes

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