We investigate the consistency and asymptotic normality of nearest-neighbor density estimator of a sample data process based on α-mixing assumption. We extend the correspondent result under independent identical cases.
基金Sponsored by the National Natural Science Foundation of China 10771163
文摘We investigate the consistency and asymptotic normality of nearest-neighbor density estimator of a sample data process based on α-mixing assumption. We extend the correspondent result under independent identical cases.