Optimal asymptotic quadratic error of kernel estimators of Radon–Nikodym derivatives for strong mixing data

DOI10.1080/10485250701388559zbMath1129.62022OpenAlexW2100996911MaRDI QIDQ5434738

Jean-Pierre Fabre, Nadia Bensaïd

Publication date: 9 January 2008

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250701388559

zbMATH Keywords

kernel estimationmixing

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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