Strong uniform consistency of the frequency polygon density estimator for stable non-anticipative stochastic processes

DOI10.1016/j.spl.2022.109612OpenAlexW4286664785MaRDI QIDQ2170255

Salim Lardjane

Publication date: 30 August 2022

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

Full work available at URL: https://arxiv.org/abs/2205.12081

zbMATH Keywords

time seriesdensity estimationstrong uniform consistencyfrequency polygondependent stochastic processes

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (1)

Uniformly complete consistency of frequency polygon estimation for dependent samples and an application

Cites Work

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• Asymptotic behaviour of frequency polygons under φ-mixing samples
• On the uniform consistency of frequency polygons for ρ^--mixing samples
• Nonlinear system theory: Another look at dependence
• On Estimation of a Probability Density Function and Mode

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