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Stationary bootstrap for kernel density estimators under -weak dependence

✍ Scribed by Eunju Hwang; Dong Wan Shin


Book ID
113557728
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
368 KB
Volume
56
Category
Article
ISSN
0167-9473

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Kernel density estimation under weak dep
✍ Berlin Wu πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 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