Didi, Sultana; Louani, Djamal - In: Statistics & Probability Letters 83 (2013) 4, pp. 1262-1270
The aim of this paper is to study the consistency of the kernel density estimator pertaining to a continuous time stationary process X=(Xt)t≥0, with an underlying density f. More precisely, in a rather general dependency setting, where we use a martingale difference device and a technique...