Recursive Kernel Density Estimation for Time Series

DOI10.1109/TIT.2020.3014797zbMath1452.62259MaRDI QIDQ5138821

Amir Aboubacar, Mohamed El Machkouri

Publication date: 4 December 2020

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

probability density functionrecursive estimationLindeberg's methodcontinuous random variablesquadratic mean errorstrongly mixing random sample

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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