Recursive density estimation under dependence

DOI10.1109/18.42230MaRDI QIDQ4733242zbMATH OpenOpenAlexFDO

Authors Lanh Tat Tran

Publication date 1989

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

Full work available at URL https://doi.org/10.1109/18.42230

zbMATH Keywords

density estimatorsdensity of weakly dependent random variablesrates of convergenceRecursive estimatorsregularitystrong mixing conditionsUniform strong consistency

Mathematics Subject Classification ID

Strong limit theorems (60F15) Nonparametric estimation (62G05)

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Cited in

(32)

• Density estimation for time series by histograms
• Nonparametric time series regression
• Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
• Kernel density estimation under weak dependence with sampled data
• Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series
• Frequency polygons for weakly dependent processes
• Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process
• Kernel density estimation under dependence
• Multivariate probability density estimation for associated processes: Strong consistency and rates.
• On histograms for linear processes
• On a class of recursive estimators for spatially dependent observations
• On the estimation of the marginal density of a moving average process
• scientific article; zbMATH DE number 4203477 (Why is no real title available?)
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• Recursive probability density estimation for weakly dependent stationary processes
• Multivariate recursive m estimators of location for dependent sequences
• Recursive kernel estimation of the density under -weak dependence
• On multivariate variable-kernel density estimates for time series
• Recursive Estimation of a Vector Parameter under Bahadur Risk
• Berry-Esseen bounds for density estimates under NA assumption
• Kernel density estimation for dynamical systems
• Nonparametric estimation of density, regression and dependence coefficients
• OnL₁-consistency of kernel-type density estimator for stationary markov processes
• Almost sure convergence of recursive kernel estimatiors of the density and the regression under η− weak dependence
• On the rate of strong convergence for a recursive probability density estimator of end samples and its applications
• Kernel density estimation for linear processes
• Weighted probability density estimator with updated bandwidths
• Asymptotic results for recursive multivariate associated-kernel estimators of the probability density mass function of a data stream
• Almost complete convergence of a recursive kernel estimator of the density with complete and censored independent data.
• Asymptotic properties of recursive kernel density estimation for long-span high-frequency data
• Recursive kernel density estimators under a weak dependence condition
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses

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