Integrated consistency of smoothed probability density estimators for stationary sequences

DOI10.1016/0304-4149(89)90047-1zbMath0701.62048OpenAlexW2049798878MaRDI QIDQ914286

J. V. Castellana

Publication date: 1989

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(89)90047-1

zbMATH Keywords

kernel estimatorscharacteristic functionsdensity estimationmean integrated square errorIntegrated consistency resultsstrictly stationary of order 2 sequence

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Characteristic functions; other transforms (60E10)

Related Items (6)

On bandwidth choice for density estimation with dependent data ⋮ Nonparametric estimation of past extropy under \(\alpha\)-mixing dependence condition ⋮ Estimation of the asymptotic variance of kernel density estimators for continuous time processes ⋮ Local convergency rate of MSE in density estimation using the second-order modulus of smoothness ⋮ Effect of dependence on stochastic measures of accuracy of density estimators ⋮ On smoothed probability density estimation for stationary processes

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