Almost sure convergence of recursive density estimators for stationary mixing processes

Elias Masry

Statistics & Probability Letters, 1987, vol. 5, issue 4, 249-254

Abstract: Let {Xj} be a vector-valued stationary strong mixing process with a first-order probability density f on Rd. We establish rates of almost sure convergence for recursive density estimators n (x) of f(x) of the kernel type.

Keywords: recursive; probability; density; estimation; strong; mixing; processes; rates; of; strong; consistency (search for similar items in EconPapers)
Date: 1987
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Citations: View citations in EconPapers (4)

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