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Recursive kernel density estimators under a weak dependence condition

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  • Lanh Tran

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  • Lanh Tran, 1990. "Recursive kernel density estimators under a weak dependence condition," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(2), pages 305-329, June.
    • Handle: RePEc:spr:aistmt:v:42:y:1990:i:2:p:305-329
    DOI: 10.1007/BF00050839
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    References listed on IDEAS

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    1. Ioannides, D. & Roussas, G. G., 1987. "Note on the uniform convergence of density estimates for mixing random variables," Statistics & Probability Letters, Elsevier, vol. 5(4), pages 279-285, June.
    2. P. M. Robinson, 1983. "Nonparametric Estimators For Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 4(3), pages 185-207, May.
    3. Masry, Elias, 1987. "Almost sure convergence of recursive density estimators for stationary mixing processes," Statistics & Probability Letters, Elsevier, vol. 5(4), pages 249-254, June.
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    Cited by:

    1. Liebscher E., 2001. "Estimation Of The Density And The Regression Function Under Mixing Conditions," Statistics & Risk Modeling, De Gruyter, vol. 19(1), pages 9-26, January.
    2. Leblanc, Frédérique, 1996. "Wavelet linear density estimator for a discrete-time stochastic process: Lp-losses," Statistics & Probability Letters, Elsevier, vol. 27(1), pages 71-84, March.
    3. Wu, Yi & Yu, Wei & Wang, Xuejun & Shen, Aiting, 2021. "The rate of complete consistency for recursive probability density estimator under strong mixing samples," Statistics & Probability Letters, Elsevier, vol. 176(C).
    4. Doukhan, Paul & Louhichi, Sana, 1999. "A new weak dependence condition and applications to moment inequalities," Stochastic Processes and their Applications, Elsevier, vol. 84(2), pages 313-342, December.

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