Pages that link to "Item:Q1360977"
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The following pages link to Kernel density estimation under weak dependence with sampled data (Q1360977):
Displaying 12 items.
- Consistency of kernel density estimators for causal processes (Q476939) (← links)
- Density estimation in the \(L^ \infty\) norm for dependent data with applications to the Gibbs sampler (Q688378) (← links)
- Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence (Q707051) (← links)
- Strong pointwise consistency of the \(k_T\)-occupation time density estimator (Q930089) (← links)
- Improving density estimators of discretely observed processes by interpolation (Q1011521) (← links)
- Finite sample performance of density estimators from unequally spaced data (Q1590838) (← links)
- Data-driven kernel representations for sampling with an unknown block dependence structure under correlation constraints (Q1662096) (← links)
- Kernel density estimator for strong mixing processes (Q1781510) (← links)
- Kernel density estimation under dependence (Q1813323) (← links)
- Consistency results for the kernel density estimate on continuous time stationary and dependent data (Q1950782) (← links)
- Piecewise linear density estimation for sampled data (Q2261898) (← links)
- Adaptive sampling schemes for density estimation (Q2498749) (← links)
