Almost sure convergence of recursive density estimators for stationary mixing processes (Q1094772)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure convergence of recursive density estimators for stationary mixing processes |
scientific article |
Statements
Almost sure convergence of recursive density estimators for stationary mixing processes (English)
0 references
1987
0 references
Kernel estimators of the marginal probability density of a multivariate stationary mixing process are considered. Under certain conditions on the kernel, bandwidth parameters and the rate of mixing, strong consistency and the rates of strong convergence of kernel estimators are obtained. The proof depends mainly on the convergence property of mixingales, which is a generalization of the martingale convergence property.
0 references
almost sure convergence
0 references
recursive density estimators
0 references
Kernel estimators
0 references
marginal probability density
0 references
multivariate stationary mixing process
0 references
bandwidth parameters
0 references
rate of mixing
0 references
strong consistency
0 references
rates of strong convergence
0 references
convergence property of mixingales
0 references
martingale convergence property
0 references
0 references
