Nonparametric density estimators based on nonstationary absolutely regular random sequences (Q1815747)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Nonparametric density estimators based on nonstationary absolutely regular random sequences |
scientific article; zbMATH DE number 947008
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric density estimators based on nonstationary absolutely regular random sequences |
scientific article; zbMATH DE number 947008 |
Statements
Nonparametric density estimators based on nonstationary absolutely regular random sequences (English)
0 references
18 November 1996
0 references
Summary: The central limit theorems for the density estimator and for the integrated square error are proved for the case when the underlying sequence of random variables is nonstationary. Applications to Markov processes and ARMA processes are provided.
0 references
density estimators
0 references
nonstationary absolutely regular random sequences
0 references
strong mixing
0 references
phi-mixing
0 references
central limit theorems
0 references
ARMA processes
0 references
