Kernel density estimation under weak dep
β
Berlin Wu
π
Article
π
1997
π
Elsevier Science
π
English
β 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