Kernel density estimator for strong mixing processes
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Publication:1781510
DOI10.1016/j.jspi.2004.01.009zbMath1089.62036OpenAlexW1991361749MaRDI QIDQ1781510
Publication date: 27 June 2005
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2004.01.009
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)
Related Items (5)
Some inequalities for strong mixing random variables with applications to density estimation ⋮ Stationarity test based on density approach ⋮ Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence ⋮ UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA ⋮ Central limit theorems for nonparametric estimators with real-time random variables
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