Convergence rates for density estimators of weakly dependent time series
| dc.creator | Ragache, Nicolas | |
| dc.creator | Wintenberger, Olivier | |
| dc.date | 2006-03-10 | |
| dc.date | 2007-01-10 | |
| dc.date.accessioned | 2026-07-07T08:07:39Z | |
| dc.date.available | 2026-07-07T08:07:39Z | |
| dc.description | Assuming that $(X_t)_{t\in\Z}$ is a vector valued time series with a common marginal distribution admitting a density $f$, our aim is to provide a wide range of consistent estimators of $f$. We consider different methods of estimation of the density as kernel, projection or wavelets ones. Various cases of weakly dependent series are investigated including the Doukhan & Louhichi (1999)'s $η$-weak dependence condition, and the $\tilde ϕ$-dependence of Dedecker & Prieur (2005). We thus obtain results for Markov chains, dynamical systems, bilinear models, non causal Moving Average... From a moment inequality of Doukhan & Louhichi (1999), we provide convergence rates of the term of error for the estimation with the $Ł^q$ loss or almost surely, uniformly on compact subsets. | |
| dc.identifier | https://arxiv.org/abs/math/0603254 | |
| dc.identifier | http://arxiv.org/abs/math/0603254 | |
| dc.identifier | Dependence in Probability and Statistics. Springer (Ed.) (2006) 380 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/131005 | |
| dc.subject | Statistics Theory | |
| dc.subject | Probability | |
| dc.title | Convergence rates for density estimators of weakly dependent time series | |
| dc.type | text |