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• W2950695369 abstract "This paper considers estimation of a univariate density from an individual numerical sequence. It is assumed that (i) the limiting relative frequencies of the numerical sequence are governed by an unknown density, and (ii) there is a known upper bound for the variation of the density on an increasing sequence of intervals. A simple estimation scheme is proposed, and is shown to be $L_1$ consistent when (i) and (ii) apply. In addition it is shown that there is no consistent estimation scheme for the set of individual sequences satisfying only condition (i)." @default.
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• W2950695369 date "2002-11-27" @default.
• W2950695369 modified "2023-10-16" @default.
• W2950695369 title "Density estimation from an individual numerical sequence" @default.
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• W2950695369 doi "https://doi.org/10.1109/isit.1998.708960" @default.
• W2950695369 hasPublicationYear "2002" @default.
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