On convergence of kernel estimators of density with variable window width by dependent observations

DOI10.1134/S0005117907090123zbMath1145.93046MaRDI QIDQ927548

A. V. Dobrovidov

Publication date: 9 June 2008

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

autoregressiondata processing in stochastic systemssliding mean

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Synthesis problems (93B50) Stochastic systems in control theory (general) (93E03)

Cites Work

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• Extremal behaviour of models with multivariate random recurrence representation
• Variable window width kernel estimates of probability densities
• On bandwidth variation in kernel estimates. A square root law
• RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS
• Variable Kernel Estimates of Multivariate Densities
• Extremes and local dependence in stationary sequences

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