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Pré-Publication, Document De Travail Année : 2011

Kernel density estimation for stationary random fields

Résumé

This paper establishes the asymptotic normality of the Parzen-Rosenblatt density estimator for stationary random fields under natural and easily verifiable conditions. We deal with random fields of the form Xk=g(εks,s\Zd), k\Zd, where (εi)i\Zd are i.i.d random variables and g is a measurable function. Such kind of spatial processes provides a general framework for stationary ergodic random fields. In particular, in the one-dimensional case, this class of processes includes linear as well as many widely used nonlinear time series models as special cases.
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Dates et versions

hal-00622861 , version 1 (12-09-2011)
hal-00622861 , version 2 (28-02-2012)
hal-00622861 , version 3 (21-06-2012)
hal-00622861 , version 4 (26-07-2013)
hal-00622861 , version 5 (01-05-2014)

Identifiants

Citer

Mohamed El Machkouri. Kernel density estimation for stationary random fields. 2011. ⟨hal-00622861v1⟩
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