On smoothed probability density estimation for stationary processes
On smoothed probability density estimation for stationary processes
复制标题
平稳过程的平滑概率密度估计
DOI：
10.1016/0304-4149(86)90095-5
复制
发表时间：
1986
影响因子：
1.4
通讯作者：
M. R. Leadbetter
中科院分区：
文献类型：
--
作者：
J. Castellana;M. R. Leadbetter
平稳序列或连续参数过程的（边际）概率密度估计方面，本文被认为是。一致性和渐近分布的结果得到使用一类平滑函数估计，包括核类型，在各种衰减的依赖条件下的过程。一些一致性的结果包含收敛速度，这似乎是更微妙的比以前提供的，即使是独立同分布。序列的
Aspects of estimation of the (marginal) probability density for a stationary sequence or continuous parameter process, are considered in this paper. Consistency and asymptotic distributional results are obtained using a class of smoothed function estimators including those of kernel type, under various decay of dependence conditions for the process. Some of the consistency results contain convergence rates which appear to be more delicate than those previously available, even for i.i.d. sequences.