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

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  • Ho, Hwai-Chung

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.

Suggested Citation

  • Ho, Hwai-Chung, 1995. "On the strong uniform consistency of density estimation for strongly dependent sequences," Statistics & Probability Letters, Elsevier, vol. 22(2), pages 149-156, February.
    • Handle: RePEc:eee:stapro:v:22:y:1995:i:2:p:149-156
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    References listed on IDEAS

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    1. Tran, Lanh Tat, 1992. "Kernel density estimation for linear processes," Stochastic Processes and their Applications, Elsevier, vol. 41(2), pages 281-296, June.
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