Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data
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References listed on IDEAS
- Vieu, Philippe, 1991. "Quadratic errors for nonparametric estimates under dependence," Journal of Multivariate Analysis, Elsevier, vol. 39(2), pages 324-347, November.
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- D. Blanke & D. Bosq & D. Guégan, 2003. "Modelization and Nonparametric Estimation for Dynamical Systems with Noise," Statistical Inference for Stochastic Processes, Springer, vol. 6(3), pages 267-290, October.
- N. Hosseinioun & H. Doosti & H. Nirumand, 2012. "Nonparametric estimation of the derivatives of a density by the method of wavelet for mixing sequences," Statistical Papers, Springer, vol. 53(1), pages 195-203, February.
- Biau, Gérard, 2002. "Optimal asymptotic quadratic errors of density estimators on random fields," Statistics & Probability Letters, Elsevier, vol. 60(3), pages 297-307, December.
- 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.
More about this item
KeywordsDensity estimation Optimality Mixing Chaos;
StatisticsAccess and download statistics
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