Recursive density estimation under dependence
β Scribed by Tran, L.T.
- Book ID
- 114540287
- Publisher
- IEEE
- Year
- 1989
- Tongue
- English
- Weight
- 564 KB
- Volume
- 35
- Category
- Article
- ISSN
- 0018-9448
- DOI
- 10.1109/18.42230
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π SIMILAR VOLUMES
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
Hart and Vieu proposed a modified cross validation (MCV), the ``leave-(2l+1)out'' version of the simple cross validation for bandwidth selection under dependence and established its asymptotic optimality for a certain class of l. In this article, we investigate the convergence rates of MCV.