Density estimation for nonisotropic random fields
A PDF \(f\) of a random variable \(X\) is estimated by observations of a strictly stationary random field \(X_{ij}\) which satisfies \(\alpha\)-mixing conditions with different (power) decay rates on \(i\) and \(j\). The usual kernel estimator is used. The pointwise asymptotic normality of the estimator is demonstrated for appropriate choice of bandwidth.
scientific article; zbMATH DE number 1375316