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Recursive probability density estimation for weakly dependent stationary processes

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1 Author(s)

Recursive estimation of the univariate probability density functionf(x)for stationary processes{X_{j}}is considered. Quadratic-mean convergence and asymptotic normality for density estimatorsf_{n}(x)are established for strong mixing and for asymptotically uncorrelated processes{X_{j}}. Recent results for nonrecursive density estimators are extended to the recursive case.

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Information Theory, IEEE Transactions on  (Volume:32 ,  Issue: 2 )