Note on the uniform convergence of density estimates for mixing random variables

DOI10.1016/0167-7152(87)90105-2zbMath0624.62039OpenAlexW1966599728MaRDI QIDQ578794

Dimitrios Ioannides, George G. Roussas

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1016/0167-7152(87)90105-2

zbMATH Keywords

uniform convergencekernel estimatesMarkov processesstationary sequencedensity estimatorsalmost sure convergence resultsmixing assumptionsstrongly consistent estimates

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

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Cites Work

• Note on the uniform convergence of density estimates for mixing random variables
• Asymptotic normality, strong mixing and spectral density estimates
• Nonparametric estimation in Markov processes
• Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences
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