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

Hwai-Chung Ho

Statistics & Probability Letters, 1995, vol. 22, issue 2, 149-156

Abstract: 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.

Keywords: Strong; uniform; consistency; Kernel; density; estimates; Non-instantaneous; filters; Strong; dependence (search for similar items in EconPapers)
Date: 1995
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