Recursive probability density estimation for weakly dependent stationary processes
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asymptotic behaviour of recursive kernel estimatorsasymptotic expressions for bias and variance/covarianceasymptotic normalityasymptotically uncorrelated processesconsistencydensity estimationmixing conditionsquadratic-mean convergencerecursive estimationspeed of convergenceweakly dependent stationary processes
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Cited in
(only showing first 100 items - show all)- On a parametric family of sequential estimators of the density for a strong mixing process
- On smoothed probability density estimation for stationary processes
- Strong consistency and rates for recursive probability density estimators of stationary processes
- Almost sure convergence of recursive density estimators for stationary mixing processes
- Hazard rate estimation under dependence conditions
- Kernel density and hazard rate estimation for censored dependent data
- Estimation and test of linearity for a class of additive nonlinear models
- Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data
- Robust m-interval detection procedures for strong mixing noise
- Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
- Kernel density estimation under weak dependence with sampled data
- Frequency polygons for weakly dependent processes
- Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations
- Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples
- On convergence rates for quadratic errors in kernel hazard estimation
- Recursive estimation of nonparametric regression with functional covariate
- Density estimation for one-dimensional dynamical systems
- Density estimation for a class of stationary nonlinear processes
- Kernel estimation of the regression function with random sampling times
- Nonparametric inference for ergodic, stationary time series
- A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data
- Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes
- \(k\)NN local linear estimation of the conditional cumulative distribution function: dependent functional data case
- On dynamic weighted extropy
- Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator
- Asymptotic results for truncated-censored and associated data
- Strong consistency of local linear estimation of a conditional density function under random censorship
- On a class of recursive estimators for spatially dependent observations
- The rate of complete consistency for recursive probability density estimator under strong mixing samples
- Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series
- Local linear spatial regression
- Asymptotic normality of recursive estimators under strong mixing conditions
- Asymptotic normality of a robust estimator of the regression function for functional time series data
- A kernel mode estimate under random left truncation and time series model: asymptotic normality
- Asymptotic normality of residual density estimator in stationary and explosive autoregressive models
- Moderate deviation principles for kernel estimator of invariant density in bifurcating Markov chains
- Asymptotic normality of convergent estimates of conditional quantiles
- Asymptotic Results for an M-Estimator of the Regression Function for Quasi-Associated Processes
- On kernel density and mode estimates for associated and censored data
- On asymptotic behavior of Nadaraya-Watson regression estimator
- Recursive regression estimators with application to nonparametric prediction
- Uniform convergence of estimator for nonparametric regression with dependent data
- Asymptotic normality of a kernel conditional quantile estimator under strong mixing hypothesis and left-truncation
- An approximation procedure of quantiles using an estimation of kernel method for quality control
- The Recursive Kernel Distribution Function Estimator Based on Negatively and Positively Associated Sequences
- Central limit theorem for ISE of kernel density estimators in censored dependent model
- scientific article; zbMATH DE number 3852251 (Why is no real title available?)
- Joint asymptotic normality of kernel estimates under dependence conditions, with application to hazard rate
- Recursive estimation for stochastic damping Hamiltonian systems
- Nonparametric recursive estimation in stationary markov processes
- Asymptotic distribution of local medians
- Asymptotic results for an L^1-norm kernel estimator of the conditional quantile for functional dependent data with application to climatology
- scientific article; zbMATH DE number 3905695 (Why is no real title available?)
- scientific article; zbMATH DE number 3940431 (Why is no real title available?)
- scientific article; zbMATH DE number 3958492 (Why is no real title available?)
- scientific article; zbMATH DE number 3986411 (Why is no real title available?)
- Recursive Simulation of Stationary Multivariate Random Processes—Part I
- scientific article; zbMATH DE number 4084753 (Why is no real title available?)
- On the rate of convergence of recursive kernel estimates of probability densities
- The Berry-Esseen bounds for kernel density estimator under dependent sample
- Recursive kernel estimation of the density under -weak dependence
- On the strong uniform consistency of the mode estimator for censored time series
- Normalité asymptotique d'estimateurs convergents du mode conditionnel
- Some automated methods of smoothing time-dependent data
- Berry-Esseen bounds for density estimates under NA assumption
- Online kernel estimation of stationary stochastic diffusion models
- Kernel density estimation for dynamical systems
- Local linear fitting under near epoch dependence
- Recursive density estimation under dependence
- Density estimation for associated sampling: A point process influenced approach
- Nonparametric estimation of density, regression and dependence coefficients
- A plug-in technique in nonparametric regression with dependence
- scientific article; zbMATH DE number 926587 (Why is no real title available?)
- Nonparametric estimation of the hazard function under dependence conditions
- Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis
- Nonparametric estimation of probability density functions for irregularly observed spatial data
- Recursive asymmetric kernel density estimation for nonnegative data
- On dynamic survival extropy
- Moderate deviation and large deviation for Wegman-Davies recursive density estimators
- Nonparametric recursive density estimation for spatial data
- Asymptotic normality of the local linear estimation of the conditional density for functional time-series data
- B-spline estimation for spatial data
- Consistency of recursive nonparametric kernel estimates for independent functional data
- Complete consistency for recursive probability density estimator of widely orthant dependent samples
- Convergence rate of the kernel regression estimator for associated and truncated data
- Strong Consistency Rate for the Kernel Mode Estimator Under Strong Mixing Hypothesis and Left Truncation
- Estimation of the trend function for spatio-temporal models
- Estimation of the probability density from random sampling
- Nonparametric spatial regression with spatial autoregressive error structure
- scientific article; zbMATH DE number 7644910 (Why is no real title available?)
- scientific article; zbMATH DE number 7644911 (Why is no real title available?)
- A study on weighted dynamic survival and failure extropies
- Kernel density estimation for linear processes
- Recursive and non-recursive kernel estimation of negative cumulative residual extropy under -mixing dependence condition
- Nonparametric estimation of past extropy under -mixing dependence condition
- Some properties of weighted survival extropy and its extended measures
- Iterative kernel density estimation from noisy-dependent observations
- scientific article; zbMATH DE number 7765987 (Why is no real title available?)
- Relative error prediction: Strong uniform consistency for censoring time series model
- Central limit theorem for kernel estimator of invariant density in bifurcating Markov chains models
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