Kernel density estimation under weak dependence with sampled data

DOI10.1016/S0378-3758(96)00151-6zbMath0879.62031MaRDI QIDQ1360977

Berlin Wu

Publication date: 23 July 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

bandwidthkernelstrong mixingdensity estimation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on general state spaces (60J25)

Related Items

Piecewise linear density estimation for sampled data ⋮ Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence ⋮ Adaptive sampling schemes for density estimation ⋮ Improving density estimators of discretely observed processes by interpolation

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