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On smoothed probability density estimation for stationary processes

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  1. Zhan-Qian Lu, 1999. "Multivariate Local Polynomial Fitting for Martingale Nonlinear Regression Models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(4), pages 691-706, December.
  2. Wu, Wei Biao & Huang, Yinxiao & Huang, Yibi, 2010. "Kernel estimation for time series: An asymptotic theory," Stochastic Processes and their Applications, Elsevier, vol. 120(12), pages 2412-2431, December.
  3. Didi, Sultana & Louani, Djamal, 2013. "Consistency results for the kernel density estimate on continuous time stationary and dependent data," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1262-1270.
  4. Labrador, Boris, 2008. "Strong pointwise consistency of the kT -occupation time density estimator," Statistics & Probability Letters, Elsevier, vol. 78(9), pages 1128-1137, July.
  5. Guillou, Armelle & Merlevède, Florence, 2001. "Estimation of the Asymptotic Variance of Kernel Density Estimators for Continuous Time Processes," Journal of Multivariate Analysis, Elsevier, vol. 79(1), pages 114-137, October.
  6. Sultana Didi & Salim Bouzebda, 2022. "Wavelet Density and Regression Estimators for Continuous Time Functional Stationary and Ergodic Processes," Mathematics, MDPI, vol. 10(22), pages 1-37, November.
  7. Boris Labrador, 2009. "Rates of strong uniform convergence of the k T -occupation time density estimator," Statistical Inference for Stochastic Processes, Springer, vol. 12(3), pages 269-283, October.
  8. Mielniczuk, Jan, 1997. "On the asymptotic mean integrated squared error of a kernel density estimator for dependent data," Statistics & Probability Letters, Elsevier, vol. 34(1), pages 53-58, May.
  9. Sköld, Martin & Hössjer, Ola, 1999. "On the asymptotic variance of the continuous-time kernel density estimator," Statistics & Probability Letters, Elsevier, vol. 44(1), pages 97-106, August.
  10. Dalalyan Arnak S. & Kutoyants Yury A., 2004. "On second order minimax estimation of invariant density for ergodic diffusion," Statistics & Risk Modeling, De Gruyter, vol. 22(1), pages 17-42, January.
  11. Liliana Forzani & Ricardo Fraiman & Pamela Llop, 2013. "Density estimation for spatial-temporal models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(2), pages 321-342, June.
  12. Robinson, Peter M. & Thawornkaiwong, Supachoke, 2012. "Statistical inference on regression with spatial dependence," Journal of Econometrics, Elsevier, vol. 167(2), pages 521-542.
  13. Blanke, D. & Bosq, D., 1997. "Accurate rates of density estimators for continuous-time processes," Statistics & Probability Letters, Elsevier, vol. 33(2), pages 185-191, April.
  14. Masry, Elias & Mielniczuk, Jan, 1999. "Local linear regression estimation for time series with long-range dependence," Stochastic Processes and their Applications, Elsevier, vol. 82(2), pages 173-193, August.
  15. Cheng, Yu-Hsiang & Huang, Tzee-Ming, 2012. "A conditional independence test for dependent data based on maximal conditional correlation," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 210-226.
  16. Tomas Ruzgas & Mantas Lukauskas & Gedmantas Čepkauskas, 2021. "Nonparametric Multivariate Density Estimation: Case Study of Cauchy Mixture Model," Mathematics, MDPI, vol. 9(21), pages 1-22, October.
  17. Wang, Yizao & Woodroofe, Michael, 2014. "On the asymptotic normality of kernel density estimators for causal linear random fields," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 201-213.
  18. Llop, P. & Forzani, L. & Fraiman, R., 2011. "On local times, density estimation and supervised classification from functional data," Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 73-86, January.
  19. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
  20. Comte, F. & Merlevède, F., 2005. "Super optimal rates for nonparametric density estimation via projection estimators," Stochastic Processes and their Applications, Elsevier, vol. 115(5), pages 797-826, May.
  21. Karine Bertin & Nicolas Klutchnikoff & Fabien Panloup & Maylis Varvenne, 2020. "Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion," Statistical Inference for Stochastic Processes, Springer, vol. 23(2), pages 271-300, July.
  22. Leblanc, Frédérique, 1996. "Wavelet linear density estimator for a discrete-time stochastic process: Lp-losses," Statistics & Probability Letters, Elsevier, vol. 27(1), pages 71-84, March.
  23. Robinson, P.M., 2011. "Asymptotic theory for nonparametric regression with spatial data," Journal of Econometrics, Elsevier, vol. 165(1), pages 5-19.
  24. Oberhofer, Walter & Haupt, Harry, 2003. "Nonlinear quantile regression under dependence and heterogeneity," University of Regensburg Working Papers in Business, Economics and Management Information Systems 388, University of Regensburg, Department of Economics.
  25. Kutoyants, Yu. A., 1997. "Some problems of nonparametric estimation by observations of ergodic diffusion process," Statistics & Probability Letters, Elsevier, vol. 32(3), pages 311-320, March.
  26. Bosq, Denis & Merlevède, Florence & Peligrad, Magda, 1999. "Asymptotic Normality for Density Kernel Estimators in Discrete and Continuous Time," Journal of Multivariate Analysis, Elsevier, vol. 68(1), pages 78-95, January.
  27. Didi Sultana & Louani Djamal, 2014. "Asymptotic results for the regression function estimate on continuous time stationary and ergodic data," Statistics & Risk Modeling, De Gruyter, vol. 31(2), pages 129-150, June.
  28. Oberhofer, Walter & Haupt, Harry, 2005. "The asymptotic distribution of the unconditional quantile estimator under dependence," Statistics & Probability Letters, Elsevier, vol. 73(3), pages 243-250, July.
  29. Kutoyants, Yu. A., 1997. "On unbiased density estimation for ergodic diffusion," Statistics & Probability Letters, Elsevier, vol. 34(2), pages 133-140, June.
  30. Annamaria Bianchi, 2009. "The normal approximation rate for the drift estimator of multidimensional diffusions," Statistical Inference for Stochastic Processes, Springer, vol. 12(3), pages 251-268, October.
  31. Natalia Markovich & Jorma Kilpi, 2009. "Bivariate statistical analysis of TCP-flow sizes and durations," Annals of Operations Research, Springer, vol. 170(1), pages 199-216, September.
  32. Negri, Ilia, 2001. "On efficient estimation of invariant density for ergodic diffusion processes," Statistics & Probability Letters, Elsevier, vol. 51(1), pages 79-85, January.
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