Kernel density estimation under weak dep
✍
Berlin Wu
📂
Article
📅
1997
🏛
Elsevier Science
🌐
English
⚖ 458 KB
Kernel type estimators of the density of continuous time R<valued stochastic processes are studied. Uniform strong consistency on R e of the estimators and their rates of convergence are obtained. The stochastic processes are assumed to satisfy the strong mixing condition and the sampling instants a