Pages that link to "Item:Q1781510"

The following pages link to Kernel density estimator for strong mixing processes (Q1781510):

Displaying 19 items.

• Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
• Consistency of kernel density estimators for causal processes (Q476939) (← links)
• Some inequalities for strong mixing random variables with applications to density estimation (Q625009) (← links)
• Strong pointwise consistency of the \(k_T\)-occupation time density estimator (Q930089) (← links)
• On a parametric family of sequential estimators of the density for a strong mixing process (Q1009538) (← links)
• Consistency of a nonparametric estimate of a density function for dependent variables (Q1115056) (← links)
• Uniform strong estimation under \(\alpha\)-mixing, with rates (Q1199868) (← links)
• Asymptotic normality for density kernel estimators in discrete and continuous time (Q1283848) (← links)
• Kernel density estimation under weak dependence with sampled data (Q1360977) (← links)
• Uniform strong consistency of kernel density estimators under dependence (Q1914301) (← links)
• Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes (Q1969138) (← links)
• Nonparametric density estimation of a stationary mixing process (Q2738909) (← links)
• Uniform strong consistency of histogram density estimation for dependent process (Q2979951) (← links)
• Central limit theorems for nonparametric estimators with real-time random variables (Q3103188) (← links)
• (Q3550167) (← links)
• (Q3973915) (← links)
• (Q5018648) (← links)
• Stationarity test based on density approach (Q5114479) (← links)
• UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA (Q5411523) (← links)