ON SMOOTHED PROBABILITY DENSITY ESTIMATION
Khaled I. Abdul-al, Jaap L. Geluk · Bulletin of informatics and cybernetics · 1989
The main object of this pap e r is to study properties of the estimator $ hat{f}_n(x) = \\frac{1}{n}sum_{i=1}^{n}{\\frac{1}{a_i} K (\\frac{x-X_i}{a_i})} $ under the assumption of stationarity of the sequence $ (X_n) $.