sequential estimation of the hgarginal density function for a strongly mixing process

DOI10.1080/07474949808836411MaRDI QIDQ4225633zbMATH OpenOpenAlexFDO

Authors Toshio Honda

Publication date 21 June 1999

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949808836411

zbMATH Keywords

asymptotic efficiencydensity estimationfully sequential procedurekernel estimatormean integrated squared errorstrongly mixing process

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Sequential estimation (62L12) Non-Markovian processes: estimation (62M09)

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Cites work

• Asymptotic behaviors of some measures of accuracy in nonparametric curve estimation with dependent observations
• BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES
• Convergence rate of the normal approximation for sequential estimators of a probability density and its derivatives
• Fixed width confidence bands for density functions
• scientific article; zbMATH DE number 3862231 (Why is no real title available?)
• On the Integral Mean Square Error of Some Nonparametric Estimates for the Density Function
• Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
• Using stopping rules to bound the mean integrated squared error in density estimation

Cited in

(5)

• On a parametric family of sequential estimators of the density for a strong mixing process
• A nonparametric test for the change of the density function in strong mixing processes.
• Convergence of de Finetti's mixing measure in latent structure models for observed exchangeable sequences
• A functional Hungarian construction for the sequential empirical process
• Non-parametric sequential estimation of a regression function based on dependent observations

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