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Adaptive density estimation under weak dependence

✍ Scribed by Gannaz, Irène; Wintenberger, Olivier


Book ID
115496971
Publisher
EDP Sciences
Year
2010
Tongue
English
Weight
915 KB
Volume
14
Category
Article
ISSN
1292-8100

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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