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| Abstract |
For a stationary sequence $ { X_i } $ the Markov assumption $ G_2 $, which is weaker than the Doeblin's condition $ D_0 $, is discussed and is used to estimate nonparametric density and transition den...sity. Under the $ G_2 $-assumptions, the rate of convergence to normality of the estimated density is derived. Similar type of results are also derived for estimating the joint density and the estimated transition density.show more
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