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Nonparametric Statistics for Stochastic Processes pp 39–63Cite as

Density estimation for discrete time processes

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Part of the book series: Lecture Notes in Statistics ((LNS,volume 110))

Abstract

This chapter deals with nonparametric density estimation for sequences of correlated random variables.

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Authors and Affiliations

  1. Institut de Statistique, Université Pierre et Marie Curie, 4 Place Jussieu, 75252, Paris cedex 05, France

    D. Bosq

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  1. D. Bosq
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© 1996 Springer-Verlag New York, Inc.

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Bosq, D. (1996). Density estimation for discrete time processes. In: Nonparametric Statistics for Stochastic Processes. Lecture Notes in Statistics, vol 110. Springer, New York, NY. https://doi.org/10.1007/978-1-4684-0489-0_3

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  • DOI: https://doi.org/10.1007/978-1-4684-0489-0_3

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-0-387-94713-6

  • Online ISBN: 978-1-4684-0489-0

  • eBook Packages: Springer Book Archive

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