Almost sure convergence of recursive density estimators for stationary mixing processes

DOI10.1016/0167-7152(87)90100-3zbMath0631.62040OpenAlexW1988723046MaRDI QIDQ1094772

Elias Masry

Publication date: 1987

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(87)90100-3

zbMATH Keywords

almost sure convergencestrong consistencyKernel estimatorsrates of strong convergencerate of mixingbandwidth parametersconvergence property of mixingalesmarginal probability densitymartingale convergence propertymultivariate stationary mixing processrecursive density estimators

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Strong limit theorems (60F15)

Related Items (17)

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