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Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions

Cai, Zongwu - In: Stochastic Processes and their Applications 41 (1992) 1, pp. 179-179

Persistent link: https://www.econbiz.de/10008874813

Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions

Cai, Zongwu - In: Stochastic Processes and their Applications 38 (1991) 2, pp. 323-333

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...

Persistent link: https://www.econbiz.de/10008875431