There are many ways of plotting in 3D in matlab. I have got some reasonable results using the following method. This post is to enquire how other people might tackle the common problem of representing PDFs moving over time.
N = 1E4;
T = 3E3;
ksData = NaN(T,N);
binVals = linspace(0,1, N);
for t = 1: T
ksData(t,:) = ksdensity(wHat(t,:), binVals);
surf(1:T, binVals, ksData');
set(gca, 'XLIM', [0 T]);
set(gcf, 'color', 'white');
This seems to give a decent visual representation of whats going on.
However, I am aware that I haven't smoothed across time, only across experiments.