Nonparametric density estimators based on nonstationary absolutely regular random sequences. (1996)

• Record Type: Journal Article
• Authors: Harel, Michel; Puri, Madan L.
• Is Part Of: Journal of applied mathematics and stochastic analysis. Volume 9:Number 3(1996)
• Page Start: 233
• Page End: 254
• Publication Date: 1996
• Subjects: density estimators -- nonstationary absolutely regular random sequences -- strong mixing -- φ-mixing -- Markov processes -- ARMA processes; Mathematical models -- Periodicals; Computer simulation -- Periodicals; Computer science -- Mathematics -- Periodicals; Computer science -- Mathematics; Computer simulation; Mathematical models; Applied Mathematics; Periodicals; Electronic journals; 519.22
• DOI: 10.1155/S1048953396000238
• Languages: English
• ISSNs: 1048-9533

Abstract

Abstract : In this paper, the central limit theorems for the density estimator and for the integrated square error are proved for the case when the underlying sequence of random variables is nonstationary. Applications to Markov processes and ARMA processes are provided.