当前位置: X-MOL 学术Stat. Probab. Lett. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Strong uniform consistency of the Frequency Polygon density estimator for stable non-anticipative stochastic processes
Statistics & Probability Letters ( IF 0.9 ) Pub Date : 2022-07-06 , DOI: 10.1016/j.spl.2022.109612
Salim Lardjane

The author establishes a new mathematical expression for the Frequency Polygon. He uses it to prove the strong uniform consistency of the Frequency Polygon marginal density estimator for non-anticipative stationary stochastic processes which are stable in the sense of Wu (2005). He gives examples of several time series models for which this result is relevant.



中文翻译:

用于稳定非预期随机过程的频率多边形密度估计器的强一致一致性

作者为频率多边形建立了一个新的数学表达式。他用它来证明频率多边形边际密度估计器对于非预期平稳随机过程的强一致一致性,这些过程在吴(2005)的意义上是稳定的。他给出了几个与这个结果相关的时间序列模型的例子。

更新日期:2022-07-06
down
wechat
bug