Consistency results for the kernel density estimate on continuous time stationary and dependent data

DOI10.1016/J.SPL.2013.01.024zbMath1463.62251OpenAlexW2005273261MaRDI QIDQ1950782

Djamal Louani, Sultana Didi

Publication date: 13 May 2013

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

Full work available at URL: https://doi.org/10.1016/j.spl.2013.01.024

zbMATH Keywords

rate of convergenceconsistencydensity functionkernel estimatorcontinuous time

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Non-Markovian processes: estimation (62M09) Large deviations (60F10)

Related Items (5)

Optimal bandwidth selection in kernel density estimation for continuous time dependent processes ⋮ Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications ⋮ Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes ⋮ Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes ⋮ Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response

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• On smoothed probability density estimation for stationary processes
• A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Parametric rates of nonparametric estimators and predictors for continuous time processes
• Nonparametric statistics for stochastic processes
• Non-strong mixing autoregressive processes

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