Convergence rates for density estimators of weakly dependent time series

DOI10.1007/0-387-36062-X_16zbMath1113.62055arXivmath/0603254OpenAlexW1888639677MaRDI QIDQ3416899

Nicolas Ragache, Olivier Wintenberger

Publication date: 9 January 2007

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0603254

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Related Items (8)

Pointwise adaptive estimation of the marginal density of a weakly dependent process ⋮ Probability and moment inequalities for sums of weakly dependent random variables, with applications ⋮ Recursive kernel estimation of the density under \(\eta\)-weak dependence ⋮ Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution ⋮ Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence ⋮ Weakly dependent chains with infinite memory ⋮ Adaptive density estimation under weak dependence ⋮ Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence

This page was built for publication: Convergence rates for density estimators of weakly dependent time series