On L 1-consistency of kernel-type density estimator for stationary markov processes |
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| Authors: | M. N. Mishra B. L. S. Prakasa Rao |
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| Affiliation: | 1. Department of Statistics , Sambalpur University , Sambalpur, Orissa, 768 019, India;2. Indian Statistical Institute , 203, B.T. Road, Calcutta, 700 035, India |
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| Abstract: | ![]()
A convergence result for kernel type density estimators, proved by Devroye and Gyrofi (1985), is extended to stationary Markov processess satisfying (G 2-condition introduced by Rosenblatt (1970). |
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| Keywords: | Recursive estimation Stationary Markov process L 1-consistency G 2-condition |
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