The L1 and L2 Strong Consistency of Recursive Kernel Density Estimation from Dependent Samples

László GyÖRfi, Elias Masry

Research output: Contribution to journalArticle

29 Citations (Scopus)

Abstract

The L1 and L2strong consistency of recursive kernel density estimators is established for mixing and ergodic stationary processes. Sharp rates of almost sure convergence are obtained in the L2 case for mixing processes. In addition, the notion and properties of Hilbert space-valued mixingales are developed, and strong laws of large numbers are given.

Original languageEnglish
Pages (from-to)531-539
Number of pages9
JournalIEEE Transactions on Information Theory
Volume36
Issue number3
DOIs
Publication statusPublished - May 1990

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ASJC Scopus subject areas

  • Information Systems
  • Computer Science Applications
  • Library and Information Sciences

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