For j=1, 2,..., let {Zj}={(Xj, Yj)} be a strictly stationary sequence of random variables, where the X's and the Y's are 1p-valued and 1q-valued, respectively, for some integers p, q[greater-or-equal, slanted]1. Let [phi] be an integrable Borel real-valued function defined on 1q and set 97. The...

Let {Xj: j [greater-or-equal, slanted] 1} be a real-valued stationary process. Recursive kernel estimators of the joint probability density functions, and of conditional probability density functions of Xj, given past behavior, are considered. Their strong consistency, along with rates, are...