Please use this identifier to cite or link to this item:
|Title:||Kernel density estimation under weak dependence with sampled data|
|Issue Date:||2008-12-24 13:28:45 (UTC+8)|
|Abstract:||Kernel type estimators of the density of continuous time
d-valued stochastic processes are studied. Uniform strong consistency on
d of the estimators and their rates of convergence are obtained. The stochastic processes are assumed to satisfy the strong mixing condition and the sampling instants are random. It is shown that the estimators can attain the optimal L2 rates of convergence.
|Relation:||Journal of Statistical Planning and Inference,61,141-154|
|Appears in Collections:||[應用數學系] 期刊論文|
Files in This Item:
All items in 學術集成 are protected by copyright, with all rights reserved.