On the strong uniform consistency of density estimation for strongly dependent sequences

For a stationary, possibly strongly dependent sequence {Xi} of standard Gaussian random variables, the strong uniform consistency of the kernel density estimates for sequence {Yi} modeled by Yi = H(Xt1 + i, ..., Xtd + i) is proved.

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Year of publication:	1995
Authors:	Ho, Hwai-Chung
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 22.1995, 2, p. 149-156
Publisher:	Elsevier
Keywords:	Strong uniform consistency Kernel density estimates Non-instantaneous filters Strong dependence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005313980