Summary
The speed of convergence of moment density estimators for stationary point processes is studied. Under relevant assumptions the order of magnitude for its upper bound is the same as in the i.i.d. case, when the process is Brillinger-mixing. The case of convariance density estimators is also considered.
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References
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Jolivet, E. Upper bound of the speed of convergence of moment density Estimators for stationary point processes. Metrika 31, 349–360 (1984). https://doi.org/10.1007/BF01915223
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DOI: https://doi.org/10.1007/BF01915223