Recursive probability density estimation for weakly dependent stationary processes

DOI10.1109/TIT.1986.1057163MaRDI QIDQ3738397zbMATH OpenOpenAlexFDO

Authors Elias Masry

Publication date 1986

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

Full work available at URL https://doi.org/10.1109/tit.1986.1057163

zbMATH Keywords

asymptotic normalityconsistencydensity estimationrecursive estimationmixing conditionsspeed of convergenceweakly dependent stationary processesasymptotically uncorrelated processesquadratic-mean convergenceasymptotic behaviour of recursive kernel estimatorsasymptotic expressions for bias and variance/covariance

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10)

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Cited in

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• On dynamic survival extropy
• Some automated methods of smoothing time-dependent data
• Nonparametric recursive density estimation for spatial data
• An approximation procedure of quantiles using an estimation of kernel method for quality control
• Nonparametric estimators for varextropy under \(\alpha\)-mixing condition with appliction in exponential AR(1) model
• Kernel density and hazard rate estimation for censored dependent data
• The rate of complete consistency for recursive probability density estimator under strong mixing samples
• Asymptotic Results for an M-Estimator of the Regression Function for Quasi-Associated Processes
• scientific article; zbMATH DE number 3958492 (Why is no real title available?)
• Central limit theorem for ISE of kernel density estimators in censored dependent model
• Complete consistency for recursive probability density estimator of widely orthant dependent samples
• Recursive regression estimators with application to nonparametric prediction
• Asymptotic normality of a kernel conditional quantile estimator under strong mixing hypothesis and left-truncation
• Asymptotic normality of error density estimator in stationary and explosive autoregressive models
• Recursive density estimation under dependence
• The Berry-Esseen bounds for kernel density estimator under dependent sample
• Hazard rate estimation under dependence conditions
• Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations
• Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis
• Normalité asymptotique d'estimateurs convergents du mode conditionnel
• Local linear fitting under near epoch dependence
• scientific article; zbMATH DE number 3986411 (Why is no real title available?)
• Weighted probability density estimator with updated bandwidths
• Recursive kernel estimation of the density under \(\eta\)-weak dependence
• Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator
• \(k\)NN local linear estimation of the conditional cumulative distribution function: dependent functional data case
• Consistency of recursive nonparametric kernel estimates for independent functional data
• Nonparametric inference for ergodic, stationary time series
• A kernel mode estimate under random left truncation and time series model: asymptotic normality
• Frequency polygons for weakly dependent processes
• Kernel estimation of the regression function with random sampling times
• Central limit theorem for kernel estimator of invariant density in bifurcating Markov chains models
• Strong consistency and rates for recursive probability density estimators of stationary processes
• Density estimation for one-dimensional dynamical systems
• Asymptotic normality of recursive estimators under strong mixing conditions
• Joint asymptotic normality of kernel estimates under dependence conditions, with application to hazard rate
• Asymptotic normality of the local linear estimation of the conditional density for functional time-series data
• Recursive estimation for stochastic damping Hamiltonian systems
• Asymptotic results for an \(L^1\)-norm kernel estimator of the conditional quantile for functional dependent data with application to climatology
• On convergence rates for quadratic errors in kernel hazard estimation
• On smoothed probability density estimation for stationary processes
• On the strong uniform consistency of the mode estimator for censored time series
• Kernel density estimation on random fields
• Convergence rate of the kernel regression estimator for associated and truncated data
• Online kernel estimation of stationary stochastic diffusion models
• On a class of recursive estimators for spatially dependent observations
• Semi-recursive kernel conditional density estimators under random censorship and dependent data
• Estimation of the probability density from random sampling
• Density estimation for linear processes
• Recursive asymmetric kernel density estimation for nonnegative data
• Density estimation for associated sampling: A point process influenced approach
• Nonparametric estimation of probability density functions for irregularly observed spatial data
• Inverse regression for spatially distributed functional data
• Uniform convergence of estimator for nonparametric regression with dependent data
• Strong uniform consistency rate of an M-estimator of regression function for incomplete data under α-mixing condition
• Recursive and non-recursive kernel estimation of negative cumulative residual extropy under \(\alpha\)-mixing dependence condition
• Nonparametric estimation of past extropy under \(\alpha\)-mixing dependence condition
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
• Kernel density estimation for dynamical systems
• Relative error prediction: Strong uniform consistency for censoring time series model
• A study on weighted dynamic survival and failure extropies
• Kernel density estimation under weak dependence with sampled data
• Estimation of the trend function for spatio-temporal models
• Nonparametric recursive estimation in stationary markov processes
• On dynamic weighted extropy
• Nonparametric estimation of the hazard function under dependence conditions
• Kernel density estimation for linear processes
• Recursive estimation of nonparametric regression with functional covariate
• A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data
• Some properties of weighted survival extropy and its extended measures
• scientific article; zbMATH DE number 3905695 (Why is no real title available?)
• Nonparametric spatial regression with spatial autoregressive error structure
• A plug-in technique in nonparametric regression with dependence
• Nonparametric estimation of density, regression and dependence coefficients
• Nonparametric relative error estimation of the regression function for left truncated and right censored time series data
• Estimation and test of linearity for a class of additive nonlinear models
• Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate
• Recursive kernel density estimators under a weak dependence condition
• Recursive Simulation of Stationary Multivariate Random Processes—Part I
• scientific article; zbMATH DE number 7765987 (Why is no real title available?)
• Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data
• Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
• On the rate of convergence of recursive kernel estimates of probability densities
• Local linear spatial regression
• On asymptotic behavior of Nadaraya-Watson regression estimator
• Nonparametric estimation of conditional expectation
• The Recursive Kernel Distribution Function Estimator Based on Negatively and Positively Associated Sequences
• Iterative kernel density estimation from noisy-dependent observations
• Nonparametric estimation of the density of a point process
• Almost sure convergence of recursive density estimators for stationary mixing processes
• Strong consistency of local linear estimation of a conditional density function under random censorship
• Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series
• Density estimation for a class of stationary nonlinear processes
• Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes
• scientific article; zbMATH DE number 926587 (Why is no real title available?)
• Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples
• scientific article; zbMATH DE number 7644910 (Why is no real title available?)
• B-spline estimation for spatial data
• Asymptotic normality for the wavelet partially linear additive model components estimation
• Asymptotic results of error density estimator in nonlinear autoregressive models

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