Sur l'estimation de la densité d'observations ergodiques

M. Delecroix; M. E. Nogueira; A. C. Rosa

Statistique et analyse des données (1991)

  • Volume: 16, Issue: 3, page 25-38
  • ISSN: 0750-7364

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Delecroix, M., Nogueira, M. E., and Rosa, A. C.. "Sur l'estimation de la densité d'observations ergodiques." Statistique et analyse des données 16.3 (1991): 25-38. <http://eudml.org/doc/109018>.

@article{Delecroix1991,
author = {Delecroix, M., Nogueira, M. E., Rosa, A. C.},
journal = {Statistique et analyse des données},
language = {fre},
number = {3},
pages = {25-38},
publisher = {Association pour la statistique et ses illustrations},
title = {Sur l'estimation de la densité d'observations ergodiques},
url = {http://eudml.org/doc/109018},
volume = {16},
year = {1991},
}

TY - JOUR
AU - Delecroix, M.
AU - Nogueira, M. E.
AU - Rosa, A. C.
TI - Sur l'estimation de la densité d'observations ergodiques
JO - Statistique et analyse des données
PY - 1991
PB - Association pour la statistique et ses illustrations
VL - 16
IS - 3
SP - 25
EP - 38
LA - fre
UR - http://eudml.org/doc/109018
ER -

References

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  6. Deheuvels, P., (1974), Conditions nécessaires et suffisantes de convergence ponctuelle presque sûre et uniforme presque sûre des estimateurs de la densité, C.R.A.S., A, 278, 1217-1220. Zbl0281.62041MR345296
  7. Delecroix, M., (1987), Sur l'estimation et la prévision non-paramétrique des processus ergodiques, Thèse de Doctorat d'Etat présentée le 2 Juillet 1987 à l'U.S.T.L.F.A. 
  8. Delecroix, M., (1991), Convergence d'estimateurs de paramètres fonctionnels sous une hypothèse ergodique, soumis pour publication aux Annales de l'I.H.P. 
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  10. Gyorfi, L., (1981), Strong consistent density estimate from ergodic sample, J. Mult. Anal., 11, 81-84. Zbl0449.62031MR612293
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  12. Gyorfi, L. et Lugosi, G., (1991), Kernel density estimation from ergodic sample is not universally consistent, soumis pour publicatioin à Computational Statistics ans Data Analysis. Zbl0937.62580MR1192213
  13. Gyorfi, L. et Masry, E., (1988), The L1 and L2 strong consistency of recursive kernel density estimation from dependent samples, Report, TU Budapest. Zbl0706.62043
  14. Fritz, J., (1974), Learning from an ergodic training sequence, Limit Theorems of Probability Theory (P. Révész, Ed), 79-91, North-Holland, Amsterdam. Zbl0339.62061MR395109
  15. Parzen, E., (1962), On estimation of a probability density function and the mode, Ann. Mat. Stat., 33, 1065-1076. Zbl0116.11302MR143282
  16. Rosenblatt, M., (1956), Remarks on some nonparametric estimates of a density function, Ann. Mat. Stat., 27, 832-835. Zbl0073.14602MR79873
  17. Rosenblatt, M., (1978), Dependence and asymptotic independence for random processes, M.A.A. Studies in Mathematics, vol. 18 (Studies in Proba Theory), 24-45. Zbl0406.60048MR534849
  18. Roussas, G., (1988), Nonparametric estimation in mixing sequences of random variables, J. of Stat. Plan, and Inf., 18, 135-149. Zbl0658.62048MR922204
  19. Sarda, P. et Vieu, P., (1985), Nonparametric regression estimation, application to prediction, Proceedings of the 4th E.Y.S.M., Pliska, Studia Mathematica Bulgarica. Zbl0655.62039
  20. Yakowitz, S. (1989), Nonparametric density and regression estimation for Markov sequences without mixing assumptions, J. Mult. Anal., 30, 1,124-136. Zbl0701.62049MR1003712

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