Uniform strong consistency of histogram density estimation for dependent process

DOI10.1080/03610926.2015.1026994MaRDI QIDQ2979951zbMATH OpenOpenAlexFDO

Authors Xin Yang

Publication date 27 April 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2015.1026994

zbMATH Keywords

strong mixing processuniform strong consistencyhistogram density estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Density estimation for time series by histograms
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Cites work

• A histogram estimator of the hazard rate with censored data
• Asymptotic normality of frequency polygons for random fields
• Bahadur representation of linear kernel quantile estimator of VaR under -mixing assumptions
• Conditions for linear processes to be strong-mixing
• Density estimation for time series by histograms
• Frequency polygons for continuous random fields
• Frequency polygons for weakly dependent processes
• Histogram for hazard rate estimation
• On optimal and data-based histograms
• Strong \(L_ 1\)-norm consistency of data based histogram estimates of densities

Cited in

(5)

• Uniform strong consistency of histogram density estimation for φ -mixing samples
• Asymptotic properties for generalized edge frequency polygon of nonparametric density estimation
• The uniformly complete consistency of generalized edge frequency polygon estimator for asymptotically negatively associated samples and an application
• Asymptotic properties of histogram density estimation for long-span high-frequency data in diffusion processes
• Histogram estimation of radon-nikodym derivatives for strong mixing data

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