Kernel density estimators for random fields satisfying an interlaced mixing condition

被引:3
作者
Tone, Cristina [1 ]
机构
[1] Univ Louisville, Dept Math, Louisville, KY 40292 USA
关键词
Central limit theorem; zeta-Mixing; rho '-Mixing; Random fields; Kernel-type estimator; Spectral density; CENTRAL-LIMIT-THEOREM; NONPARAMETRIC-ESTIMATION; STATIONARY-PROCESSES; RANDOM-VARIABLES; SEQUENCES;
D O I
10.1016/j.jspi.2013.02.003
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
For a sequence of strictly stationary random fields that are uniformly rho'-mixing and satisfy a Lindeberg condition, a central limit theorem is obtained for sequences of "rectangular" sums from the given random fields. The "Lindeberg CLT" is then used to prove a CLT for some kernel estimators of probability density for some strictly stationary random fields satisfying rho'-mixing, and whose probability density and joint densities are absolutely continuous. (C) 2013 Elsevier B.V. All rights reserved.
引用
收藏
页码:1285 / 1294
页数:10
相关论文
共 32 条
[1]  
[Anonymous], 1978, Gaussian random processes
[2]  
[Anonymous], 1994, J THEOR PROBAB
[3]  
[Anonymous], SPECTRAL ANAL TIME S
[4]  
[Anonymous], 1999, CONVERGE PROBAB MEAS
[5]  
Bradley R.C., 1992, J THEOR PROBAB, V5, P355, DOI [10.1007/BF01046741, DOI 10.1007/BF01046741]
[6]  
Bradley R.C., 2007, Introduction to Strong Mixing Conditions, V1
[7]  
Bradley RC, 1994, PROBABILITY THEORY AND MATHEMATICAL STATISTICS, P99
[8]   A criterion for a continuous spectral density [J].
Bradley, RC .
JOURNAL OF MULTIVARIATE ANALYSIS, 2003, 86 (01) :108-125
[9]   A CENTRAL LIMIT-THEOREM FOR STATIONARY RHO-MIXING SEQUENCES WITH INFINITE VARIANCE [J].
BRADLEY, RC .
ANNALS OF PROBABILITY, 1988, 16 (01) :313-332
[10]   ON REGULARITY CONDITIONS FOR RANDOM-FIELDS [J].
BRADLEY, RC .
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 1994, 121 (02) :593-598