Sur l'estimation des densités d'un processus stationnaire a temps continu
Résumé
Density estimation for a continuous parameter and stationary process. Considering such a process [see text], we obtain pointwise consistency (a.s. and [see text] ) when estimating the density of [see text], the one of [see text] and the conditional density of [see text] under density of [see text], under additional mixing conditions. The class of estimâtes includes ail the classical examples used in density estimation.
Domaines
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