Almost sure convergence of the \(k_{T}\)-occupation time density estimator

DOI10.1016/j.crma.2006.10.015zbMath1106.62056OpenAlexW113091504MaRDI QIDQ869470

Boris Labrador

Publication date: 2 March 2007

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2006.10.015

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

Related Items (2)

On local times, density estimation and supervised classification from functional data ⋮ Strong pointwise consistency of the \(k_T\)-occupation time density estimator

Cites Work

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• On multivariate variable-kernel density estimates for time series
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• A Nonparametric Estimate of a Multivariate Density Function
• Uniform Consistency of Some Estimates of a Density Function
• Strong Consistency of a Nonparametric Estimate of a Density Function

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